-71.4%
SOUN vs ADSK
-10.6%
-60.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.2% | +1.7% |
| 7D | -2.7% | +11.4% | -14.1% | -7.5% |
| 30D | -26.5% | +21.9% | -48.4% | -33.1% |
| 3M | -33.6% | +13.9% | -47.5% | -37.8% |
| 6M | -54.4% | +9.1% | -63.5% | -55.6% |
| YTD | -56.7% | -8.8% | -47.9% | -56.4% |
| 1Y | -71.4% | -10.2% | -61.2% | -71.0% |
| All | -71.4% | -10.6% | -60.8% | -71.0% |
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