-49.3%
SOUN vs ADSK
-31.6%
-17.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +4.1% |
| 7D | -5.2% | -16.4% | +11.2% | +3.5% |
| 30D | +4.8% | -9.2% | +14.0% | +9.6% |
| 3M | -15.9% | -6.7% | -9.1% | -13.2% |
| 6M | -17.4% | -15.5% | -1.9% | -9.2% |
| YTD | -32.4% | -26.4% | -6.0% | -20.3% |
| 1Y | -49.3% | -31.9% | -17.4% | -32.3% |
| All | -49.3% | -31.6% | -17.7% | -32.3% |
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