+60.7%
COP vs ADSK
-10.6%
+71.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.0% | -12.2% | -4.7% |
| 7D | -8.1% | +11.4% | -19.6% | -7.5% |
| 30D | +6.7% | +21.9% | -15.3% | +7.7% |
| 3M | +16.9% | +13.9% | +3.0% | +17.6% |
| 6M | +11.2% | +9.1% | +2.1% | +12.1% |
| YTD | +49.5% | -8.8% | +58.3% | +41.7% |
| 1Y | +60.7% | -10.2% | +70.9% | +53.6% |
| All | +60.7% | -10.6% | +71.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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