-26.1%
STM vs JOBY
-50.8%
+24.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +3.0% |
| 7D | +12.0% | -14.3% | +26.3% | +20.4% |
| 30D | -0.4% | +10.2% | -10.6% | -7.5% |
| 3M | -13.2% | -38.5% | +25.3% | +14.1% |
| 6M | -26.1% | -54.1% | +28.0% | +17.2% |
| All | -26.1% | -50.8% | +24.8% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling