+178.2%
SOUN vs ADSK
-3.2%
+181.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -7.1% | -2.5% | -4.6% | -5.3% |
| 30D | -15.4% | -14.9% | -0.5% | -4.6% |
| 3M | -10.6% | +3.3% | -13.9% | -17.0% |
| 6M | -19.6% | -15.7% | -4.0% | -10.0% |
| YTD | -37.2% | -28.2% | -9.0% | -18.4% |
| 1Y | -57.1% | -34.5% | -22.5% | -38.7% |
| 3Y | +178.2% | -2.9% | +181.1% | +168.4% |
| All | +178.2% | -3.2% | +181.5% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling