-11.8%
JOBY vs M
+106.8%
-118.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.2% | -2.0% | -4.7% |
| 7D | -5.9% | -4.1% | -1.8% | -4.5% |
| 30D | -27.1% | -13.6% | -13.5% | -23.3% |
| 3M | -30.7% | -2.3% | -28.5% | -30.4% |
| 6M | -36.1% | +21.9% | -58.0% | -40.2% |
| YTD | -51.4% | -0.6% | -50.8% | -51.6% |
| 1Y | -52.2% | +29.7% | -81.9% | -56.8% |
| All | -11.8% | +106.8% | -118.6% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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