+2.4%
JOBY vs UMAC
+473.8%
-471.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.7% |
| 7D | -5.2% | -3.4% | -1.8% | -4.7% |
| 30D | -19.7% | -15.1% | -4.6% | -18.5% |
| 3M | -31.7% | -10.8% | -21.0% | -31.9% |
| 6M | -37.5% | +15.7% | -53.2% | -42.9% |
| YTD | -51.6% | +80.1% | -131.7% | -59.1% |
| 1Y | -53.3% | +116.7% | -170.0% | -61.8% |
| All | +2.4% | +473.8% | -471.3% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling