+47.1%
ADP vs JOBY
-3.8%
+50.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.5% | +0.7% |
| 7D | +2.2% | -14.3% | +16.5% | +2.3% |
| 30D | +10.6% | +10.2% | +0.4% | +10.4% |
| 3M | +12.9% | -38.5% | +51.4% | +13.6% |
| 6M | +50.6% | -54.1% | +104.7% | +52.6% |
| YTD | +23.2% | -61.5% | +84.7% | +25.3% |
| 1Y | +25.3% | -65.7% | +90.9% | +27.8% |
| 3Y | +47.1% | -7.0% | +54.1% | +39.6% |
| All | +47.1% | -3.8% | +50.9% | +39.6% |
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 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