+4,745.6%
ADSK vs COO
+5,988.7%
-1,243.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.5% | -6.8% | -8.1% |
| 7D | -16.4% | -2.2% | -14.2% | -16.2% |
| 30D | -9.2% | -7.0% | -2.2% | -8.5% |
| 3M | -6.7% | +12.2% | -18.9% | -8.0% |
| 6M | -15.5% | -15.1% | -0.4% | -14.0% |
| YTD | -26.4% | -15.1% | -11.3% | -25.0% |
| 1Y | -31.9% | +2.3% | -34.2% | -32.2% |
| 3Y | -1.0% | -23.7% | +22.7% | +1.4% |
| 5Y | -24.5% | -38.9% | +14.4% | -20.7% |
| 10Y | +220.4% | +49.9% | +170.5% | +211.8% |
| All | +4,745.6% | +5,988.7% | -1,243.1% | +3,831.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling