-38.9%
JOBY vs SSNC
+31.9%
-70.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.4% | -4.8% | -5.0% |
| 7D | -5.9% | -3.9% | -2.0% | -2.8% |
| 30D | -27.1% | -0.2% | -27.0% | -27.2% |
| 3M | -30.7% | +15.9% | -46.7% | -40.9% |
| 6M | -36.1% | +7.5% | -43.5% | -41.8% |
| YTD | -51.4% | -8.2% | -43.1% | -48.6% |
| 1Y | -52.2% | -9.3% | -42.8% | -49.0% |
| 3Y | -12.1% | +48.5% | -60.5% | -41.6% |
| 5Y | -31.1% | +16.0% | -47.1% | -42.8% |
| All | -38.9% | +31.9% | -70.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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