+39.7%
STM vs JOBY
-53.4%
+93.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.5% |
| 7D | +12.0% | -14.3% | +26.3% | +15.2% |
| 30D | -0.4% | +10.2% | -10.6% | -2.6% |
| 3M | -13.2% | -38.5% | +25.3% | -5.2% |
| 6M | -26.1% | -54.1% | +28.0% | -14.9% |
| YTD | +81.2% | -61.5% | +142.7% | +112.7% |
| 1Y | +98.3% | -65.7% | +164.0% | +136.6% |
| 3Y | +16.7% | -7.0% | +23.7% | +6.7% |
| 5Y | -4.8% | -44.2% | +39.3% | -17.1% |
| All | +39.7% | -53.4% | +93.1% | +28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling