-12.2%
JOBY vs AWK
+7.8%
-20.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.2% |
| 7D | -5.2% | -2.1% | -3.1% | -5.3% |
| 30D | -19.7% | +2.1% | -21.8% | -19.6% |
| 3M | -31.7% | +11.4% | -43.1% | -31.4% |
| 6M | -37.5% | +3.9% | -41.5% | -37.0% |
| YTD | -51.6% | +7.7% | -59.3% | -51.3% |
| 1Y | -53.3% | +1.3% | -54.6% | -52.5% |
| 3Y | -12.2% | +7.2% | -19.4% | -21.8% |
| All | -12.2% | +7.8% | -20.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling