-48.5%
JOBY vs ADSK
-31.6%
-16.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -8.3% | +6.4% | -0.3% |
| 7D | -3.4% | -16.4% | +13.0% | 0.0% |
| 30D | -13.6% | -9.2% | -4.4% | -11.9% |
| 3M | -39.5% | -6.7% | -32.8% | -38.0% |
| 6M | -31.9% | -15.5% | -16.3% | -27.2% |
| YTD | -48.9% | -26.4% | -22.6% | -39.0% |
| 1Y | -48.5% | -31.9% | -16.7% | -32.5% |
| All | -48.5% | -31.6% | -16.9% | -32.5% |
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