-64.7%
JOBY vs UMAC
-11.2%
-53.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -17.6% | +22.5% | +9.5% |
| 7D | +4.3% | -37.8% | +42.2% | +17.0% |
| 30D | -8.3% | -52.0% | +43.7% | +10.2% |
| 3M | -32.1% | -58.3% | +26.2% | -17.8% |
| 6M | -38.9% | -21.0% | -18.0% | -43.5% |
| YTD | -59.8% | -15.7% | -44.1% | -67.4% |
| 1Y | -64.7% | -9.8% | -54.8% | -72.4% |
| All | -64.7% | -11.2% | -53.4% | -72.4% |
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