-41.1%
JOBY vs FAST
+160.6%
-201.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.4% |
| 7D | +28.5% | +3.8% | +24.6% | +25.6% |
| 30D | +13.6% | +8.1% | +5.5% | +7.9% |
| 3M | -28.5% | +5.8% | -34.3% | -31.3% |
| 6M | -43.1% | +24.9% | -68.0% | -51.1% |
| YTD | -53.2% | +38.9% | -92.1% | -62.9% |
| 1Y | -58.5% | +36.5% | -95.0% | -66.7% |
| 3Y | +16.6% | +98.1% | -81.5% | -29.6% |
| 5Y | -34.7% | +109.3% | -144.0% | -63.8% |
| All | -41.1% | +160.6% | -201.8% | -70.9% |
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