+78.7%
ADP vs JOBY
-37.2%
+116.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.5% |
| 7D | -5.5% | +2.2% | -7.7% | -5.6% |
| 30D | -1.2% | -20.8% | +19.6% | -0.2% |
| 3M | +17.9% | -29.5% | +47.3% | +19.5% |
| 6M | +20.3% | -28.4% | +48.7% | +21.4% |
| YTD | +5.8% | -48.2% | +54.0% | +8.5% |
| 1Y | -7.7% | -49.1% | +41.4% | -5.9% |
| 3Y | +14.7% | -6.3% | +21.0% | +8.3% |
| 5Y | +45.8% | -27.2% | +73.0% | +29.8% |
| All | +78.7% | -37.2% | +116.0% | +50.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling