+25.9%
ADSK vs COO
-24.0%
+49.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +1.0% | +0.5% | +0.6% | +0.9% |
| 30D | +14.4% | +14.2% | +0.2% | +10.3% |
| 3M | +2.5% | -18.2% | +20.7% | +8.5% |
| 6M | +14.5% | +5.3% | +9.1% | +12.1% |
| YTD | -10.7% | -23.6% | +12.9% | -3.6% |
| 1Y | -11.0% | -12.7% | +1.7% | -7.8% |
| 3Y | +25.9% | -24.2% | +50.0% | +29.7% |
| All | +25.9% | -24.0% | +49.9% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling