+528.2%
AMKR vs ADSK
+222.2%
+306.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.1% | +4.2% |
| 7D | +8.3% | -2.5% | +10.8% | +9.6% |
| 30D | -6.8% | -14.9% | +8.1% | +1.1% |
| 3M | -31.9% | +3.3% | -35.3% | -37.2% |
| 6M | +18.4% | -15.7% | +34.0% | +20.5% |
| YTD | +31.7% | -28.2% | +59.9% | +47.0% |
| 1Y | +105.2% | -34.5% | +139.8% | +144.2% |
| 3Y | +147.7% | -2.9% | +150.6% | +125.0% |
| 5Y | +99.4% | -25.3% | +124.7% | +105.5% |
| All | +528.2% | +222.2% | +306.0% | +178.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling