-49.1%
JOBY vs M
+270.9%
-320.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.1% | -7.1% | -8.6% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | +7.9% | +7.0% | +0.9% | +5.6% |
| 3M | -32.9% | +3.1% | -36.1% | -33.8% |
| 6M | -49.1% | +33.5% | -82.6% | -53.1% |
| YTD | -59.5% | +13.4% | -72.9% | -61.3% |
| 1Y | -67.2% | +22.4% | -89.7% | -69.3% |
| 3Y | +2.9% | +150.9% | -148.0% | -22.3% |
| 5Y | -41.3% | -3.0% | -38.3% | -49.6% |
| All | -49.1% | +270.9% | -320.0% | -53.4% |
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