-53.3%
JOBY vs ADSK
-34.7%
-18.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -5.2% | -2.5% | -2.7% | -4.7% |
| 30D | -19.7% | -14.9% | -4.9% | -17.2% |
| 3M | -31.7% | +3.3% | -35.1% | -32.8% |
| 6M | -37.5% | -15.7% | -21.9% | -33.9% |
| YTD | -51.6% | -28.2% | -23.3% | -42.1% |
| 1Y | -53.3% | -34.5% | -18.7% | -36.2% |
| All | -53.3% | -34.7% | -18.6% | -36.2% |
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