+1.1%
JOBY vs UMAC
+488.3%
-487.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.1% |
| 7D | -8.2% | -4.0% | -4.2% | -7.5% |
| 30D | -25.1% | -9.4% | -15.7% | -24.8% |
| 3M | -28.8% | +3.0% | -31.8% | -30.7% |
| 6M | -36.1% | +27.2% | -63.3% | -42.5% |
| YTD | -52.2% | +84.7% | -136.9% | -59.8% |
| 1Y | -52.4% | +136.5% | -188.9% | -61.6% |
| All | +1.1% | +488.3% | -487.1% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling