-39.1%
JOBY vs BAX
-67.4%
+28.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | -5.2% | -7.9% | +2.7% | -2.9% |
| 30D | -19.7% | -11.7% | -8.1% | -16.8% |
| 3M | -31.7% | +16.2% | -47.9% | -35.2% |
| 6M | -37.5% | +32.0% | -69.5% | -43.3% |
| YTD | -51.6% | +24.7% | -76.3% | -55.8% |
| 1Y | -53.3% | -2.6% | -50.7% | -54.0% |
| 3Y | -12.2% | -35.0% | +22.7% | -3.9% |
| 5Y | -31.3% | -67.6% | +36.3% | -12.3% |
| All | -39.1% | -67.4% | +28.3% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling