-31.1%
JOBY vs M
+22.2%
-53.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.4% |
| 3M | -30.7% | -2.3% | -28.5% | -30.5% |
| 6M | -36.1% | +21.9% | -58.0% | -40.3% |
| YTD | -51.4% | -0.6% | -50.8% | -51.7% |
| 1Y | -52.2% | +29.7% | -81.9% | -56.8% |
| 3Y | -12.1% | +107.3% | -119.3% | -36.6% |
| 5Y | -31.1% | +20.5% | -51.6% | -40.5% |
| All | -31.1% | +22.2% | -53.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling