-48.5%
JOBY vs UMAC
+164.0%
-212.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -13.6% | -7.7% | -5.9% | -14.0% |
| 3M | -39.5% | -26.4% | -13.1% | -36.8% |
| 6M | -31.9% | +61.9% | -93.7% | -51.2% |
| YTD | -48.9% | +86.5% | -135.4% | -66.7% |
| 1Y | -48.5% | +156.3% | -204.9% | -69.4% |
| All | -48.5% | +164.0% | -212.5% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling