-35.8%
JOBY vs M
+248.4%
-284.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.6% |
| 7D | -3.4% | +4.7% | -8.2% | -4.6% |
| 30D | -13.6% | -9.6% | -3.9% | -11.3% |
| 3M | -39.5% | +0.9% | -40.3% | -39.7% |
| 6M | -31.9% | +22.3% | -54.1% | -35.5% |
| YTD | -48.9% | +6.5% | -55.5% | -50.1% |
| 1Y | -48.5% | +38.8% | -87.3% | -53.1% |
| 3Y | -8.0% | +115.9% | -124.0% | -27.6% |
| 5Y | -33.7% | +28.6% | -62.3% | -42.0% |
| All | -35.8% | +248.4% | -284.2% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling