+20.8%
ADP vs JOBY
-31.2%
+52.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | -1.6% |
| 7D | -5.7% | -5.9% | +0.2% | -6.1% |
| 30D | -3.1% | -27.1% | +24.0% | -5.9% |
| 3M | +15.6% | -30.7% | +46.3% | +13.3% |
| 6M | +20.8% | -36.1% | +56.9% | +19.7% |
| All | +20.8% | -31.2% | +52.0% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling