-39.1%
JOBY vs MAR
+183.7%
-222.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.1% |
| 7D | -5.2% | -0.5% | -4.7% | -4.9% |
| 30D | -19.7% | -5.4% | -14.3% | -16.9% |
| 3M | -31.7% | -15.5% | -16.2% | -24.5% |
| 6M | -37.5% | +3.0% | -40.5% | -40.0% |
| YTD | -51.6% | +8.5% | -60.1% | -55.9% |
| 1Y | -53.3% | +26.0% | -79.2% | -62.2% |
| 3Y | -12.2% | +68.6% | -80.8% | -41.6% |
| 5Y | -31.3% | +157.4% | -188.7% | -61.9% |
| All | -39.1% | +183.7% | -222.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling