+98.0%
AMKR vs ADSK
-31.6%
+129.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.0% | -1.0% |
| 7D | 0.0% | -16.4% | +16.4% | -5.9% |
| 30D | -11.1% | -9.2% | -1.9% | -13.2% |
| 3M | -35.2% | -6.7% | -28.4% | -31.8% |
| 6M | +4.9% | -15.5% | +20.4% | +13.1% |
| YTD | +21.6% | -26.4% | +48.0% | +51.6% |
| 1Y | +98.0% | -31.9% | +129.9% | +169.1% |
| All | +98.0% | -31.6% | +129.6% | +169.1% |
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