-28.0%
JOBY vs AWK
-17.6%
-10.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.6% |
| 7D | -5.2% | -2.1% | -3.1% | -4.8% |
| 30D | -19.7% | +2.1% | -21.8% | -20.1% |
| 3M | -31.7% | +11.4% | -43.1% | -33.6% |
| 6M | -37.5% | +3.9% | -41.5% | -38.4% |
| YTD | -51.6% | +7.7% | -59.3% | -53.0% |
| 1Y | -53.3% | +1.3% | -54.6% | -53.8% |
| 3Y | -12.2% | +7.2% | -19.4% | -19.9% |
| All | -28.0% | -17.6% | -10.5% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling