-35.8%
JOBY vs FAST
+135.7%
-171.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.4% |
| 7D | -3.4% | -0.4% | -3.1% | -3.3% |
| 30D | -13.6% | -0.8% | -12.8% | -13.2% |
| 3M | -39.5% | +5.8% | -45.2% | -41.9% |
| 6M | -31.9% | +8.0% | -39.8% | -35.9% |
| YTD | -48.9% | +25.6% | -74.6% | -56.8% |
| 1Y | -48.5% | +0.8% | -49.4% | -49.7% |
| 3Y | -8.0% | +86.1% | -94.2% | -42.3% |
| 5Y | -33.7% | +100.2% | -133.9% | -61.8% |
| All | -35.8% | +135.7% | -171.5% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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