+47.9%
ADP vs JOBY
-33.6%
+81.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | -5.7% | -8.2% | +2.4% | -5.3% |
| 30D | -1.4% | -25.1% | +23.7% | 0.0% |
| 3M | +16.6% | -28.8% | +45.3% | +18.2% |
| 6M | +24.9% | -36.1% | +61.1% | +26.9% |
| YTD | +5.6% | -52.2% | +57.8% | +8.9% |
| 1Y | -6.0% | -52.4% | +46.4% | -3.7% |
| 3Y | +14.5% | -13.6% | +28.0% | +7.6% |
| 5Y | +47.9% | -32.2% | +80.0% | +28.6% |
| All | +47.9% | -33.6% | +81.5% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling