-5.7%
ADSK vs COO
+2.3%
-8.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -0.8% |
| 7D | -14.3% | -2.3% | -12.0% | -12.8% |
| 30D | -14.8% | -8.8% | -6.0% | -9.4% |
| 3M | -5.7% | +1.3% | -7.0% | -6.8% |
| All | -5.7% | +2.3% | -8.0% | -6.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling