+19.6%
STM vs JOBY
-13.1%
+32.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.5% |
| 7D | +1.7% | -5.9% | +7.5% | +3.0% |
| 30D | -5.2% | -27.1% | +22.0% | +1.5% |
| 3M | -29.6% | -30.7% | +1.1% | -24.0% |
| 6M | +54.4% | -36.1% | +90.4% | +68.4% |
| YTD | +99.5% | -51.4% | +150.9% | +127.4% |
| 1Y | +100.8% | -52.2% | +152.9% | +125.3% |
| All | +19.6% | -13.1% | +32.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 3y: compounded portfolio wealth divided by compounded JOBY 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…
3y analysis · Full analysis span regression · 6 months rolling