-48.5%
JOBY vs FANG
+43.7%
-92.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -2.3% |
| 7D | -3.4% | +0.8% | -4.2% | -3.3% |
| 30D | -13.6% | +7.6% | -21.2% | -12.0% |
| 3M | -39.5% | -1.3% | -38.2% | -38.8% |
| 6M | -31.9% | +14.7% | -46.5% | -31.8% |
| YTD | -48.9% | +34.8% | -83.7% | -49.9% |
| 1Y | -48.5% | +42.9% | -91.5% | -51.4% |
| All | -48.5% | +43.7% | -92.3% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling