-12.2%
JOBY vs CHTR
-65.7%
+53.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.6% |
| 7D | -5.2% | -4.1% | -1.1% | -4.5% |
| 30D | -19.7% | -3.0% | -16.8% | -19.5% |
| 3M | -31.7% | +4.8% | -36.5% | -32.8% |
| 6M | -37.5% | -35.0% | -2.5% | -33.0% |
| YTD | -51.6% | -30.2% | -21.4% | -49.3% |
| 1Y | -53.3% | -44.8% | -8.5% | -47.4% |
| 3Y | -12.2% | -66.6% | +54.3% | +17.3% |
| All | -12.2% | -65.7% | +53.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling