+214.2%
ADSK vs COO
+17.5%
+196.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -14.7% | +17.1% | +10.7% |
| 7D | -10.9% | -23.3% | +12.4% | +2.6% |
| 30D | -15.9% | -29.5% | +13.6% | +1.6% |
| 3M | -4.4% | -20.0% | +15.6% | +7.2% |
| 6M | -16.6% | -27.2% | +10.6% | -1.9% |
| YTD | -28.5% | -33.9% | +5.4% | -10.9% |
| 1Y | -34.6% | -19.9% | -14.7% | -28.1% |
| 3Y | -3.5% | -38.1% | +34.6% | +16.6% |
| 5Y | -25.6% | -52.0% | +26.4% | +5.8% |
| All | +214.2% | +17.5% | +196.7% | +137.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling