-65.8%
JOBY vs ADSK
-10.6%
-55.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.0% | -2.9% | +3.0% |
| 7D | -0.6% | +11.4% | -12.0% | -2.3% |
| 30D | -12.6% | +21.9% | -34.5% | -15.4% |
| 3M | -36.6% | +13.9% | -50.5% | -37.9% |
| 6M | -43.0% | +9.1% | -52.1% | -42.8% |
| YTD | -61.7% | -8.8% | -53.0% | -56.3% |
| 1Y | -65.8% | -10.2% | -55.6% | -60.4% |
| All | -65.8% | -10.6% | -55.1% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling