-12.2%
JOBY vs ADSK
-3.2%
-9.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -5.2% | -2.5% | -2.7% | -3.9% |
| 30D | -19.7% | -14.9% | -4.9% | -13.1% |
| 3M | -31.7% | +3.3% | -35.1% | -35.0% |
| 6M | -37.5% | -15.7% | -21.9% | -33.1% |
| YTD | -51.6% | -28.2% | -23.3% | -41.6% |
| 1Y | -53.3% | -34.5% | -18.7% | -39.3% |
| 3Y | -12.2% | -2.9% | -9.3% | -19.6% |
| All | -12.2% | -3.2% | -9.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling