-39.1%
JOBY vs ADSK
-22.5%
-16.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | -5.2% | -2.5% | -2.7% | -3.7% |
| 30D | -19.7% | -14.9% | -4.9% | -11.7% |
| 3M | -31.7% | +3.3% | -35.1% | -35.3% |
| 6M | -37.5% | -15.7% | -21.9% | -33.2% |
| YTD | -51.6% | -28.2% | -23.3% | -42.2% |
| 1Y | -53.3% | -34.5% | -18.7% | -40.1% |
| 3Y | -12.2% | -2.9% | -9.3% | -16.9% |
| 5Y | -31.3% | -25.3% | -6.0% | -29.7% |
| All | -39.1% | -22.5% | -16.6% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling