-38.9%
JOBY vs BWA
+110.6%
-149.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.3% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -27.1% | -5.6% | -21.6% | -24.8% |
| 3M | -30.7% | -10.7% | -20.0% | -26.2% |
| 6M | -36.1% | +23.2% | -59.2% | -43.1% |
| YTD | -51.4% | +46.0% | -97.4% | -62.2% |
| 1Y | -52.2% | +51.2% | -103.3% | -63.8% |
| 3Y | -12.1% | +69.6% | -81.6% | -40.3% |
| 5Y | -31.1% | +86.6% | -117.7% | -57.0% |
| All | -38.9% | +110.6% | -149.4% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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