+78.9%
ADP vs JOBY
-41.4%
+120.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.3% |
| 7D | -3.4% | -5.2% | +1.8% | -3.1% |
| 30D | -0.4% | -19.7% | +19.3% | +0.6% |
| 3M | +19.7% | -31.7% | +51.5% | +21.6% |
| 6M | +27.9% | -37.5% | +65.5% | +30.0% |
| YTD | +5.9% | -51.6% | +57.5% | +9.0% |
| 1Y | -7.5% | -53.3% | +45.8% | -5.3% |
| 3Y | +15.4% | -12.2% | +27.6% | +9.2% |
| 5Y | +48.4% | -31.3% | +79.7% | +32.5% |
| All | +78.9% | -41.4% | +120.3% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling