-31.9%
ADSK vs COO
+4.1%
-36.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -7.7% |
| 7D | -16.4% | -2.2% | -14.2% | -15.7% |
| 30D | -9.2% | -7.0% | -2.2% | -6.8% |
| 3M | -6.7% | +12.2% | -18.9% | -9.6% |
| 6M | -15.5% | -15.1% | -0.4% | -10.0% |
| YTD | -26.4% | -15.1% | -11.3% | -21.6% |
| 1Y | -31.9% | +2.3% | -34.2% | -31.0% |
| All | -31.9% | +4.1% | -36.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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