+14.1%
ADP vs JOBY
-13.1%
+27.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -0.9% |
| 7D | -5.7% | -5.9% | +0.2% | -5.5% |
| 30D | -3.1% | -27.1% | +24.0% | -2.4% |
| 3M | +15.6% | -30.7% | +46.3% | +16.6% |
| 6M | +20.8% | -36.1% | +56.9% | +21.9% |
| YTD | +4.7% | -51.4% | +56.1% | +6.7% |
| 1Y | -8.3% | -52.2% | +43.9% | -7.0% |
| All | +14.1% | -13.1% | +27.2% | +11.1% |
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