-34.9%
JOBY vs AWK
-8.1%
-26.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +2.2% | +2.2% | +0.1% | +1.8% |
| 30D | -20.8% | +4.4% | -25.3% | -21.6% |
| 3M | -29.5% | +15.4% | -44.9% | -32.1% |
| 6M | -28.4% | +3.5% | -31.9% | -29.3% |
| YTD | -48.2% | +9.8% | -58.0% | -49.9% |
| 1Y | -49.1% | +3.0% | -52.1% | -49.8% |
| 3Y | -6.3% | +9.7% | -16.0% | -14.5% |
| 5Y | -27.2% | -17.2% | -10.1% | -28.3% |
| All | -34.9% | -8.1% | -26.8% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling