-34.5%
ADSK vs COO
-20.3%
-14.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -22.5% | +20.0% | +4.6% |
| 30D | -14.9% | -29.7% | +14.9% | -5.3% |
| 3M | +3.3% | -20.1% | +23.5% | +10.1% |
| 6M | -15.7% | -26.9% | +11.2% | -7.0% |
| YTD | -28.2% | -34.2% | +6.0% | -17.9% |
| 1Y | -34.5% | -21.3% | -13.3% | -28.7% |
| All | -34.5% | -20.3% | -14.2% | -28.7% |
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