-34.9%
JOBY vs BAH
-8.7%
-26.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +2.2% | -4.3% | +6.6% | +3.1% |
| 30D | -20.8% | -4.5% | -16.4% | -20.1% |
| 3M | -29.5% | -7.6% | -21.9% | -28.4% |
| 6M | -28.4% | -10.6% | -17.8% | -27.0% |
| YTD | -48.2% | -12.6% | -35.6% | -47.0% |
| 1Y | -49.1% | -27.0% | -22.1% | -45.9% |
| 3Y | -6.3% | -31.5% | +25.2% | -2.8% |
| 5Y | -27.2% | -3.8% | -23.4% | -32.5% |
| All | -34.9% | -8.7% | -26.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling