+4,907.3%
KLAC vs AMBA
+772.6%
+4,134.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.1% | +0.6% | +4.7% |
| 7D | -12.3% | -7.2% | -5.1% | -9.8% |
| 30D | -29.6% | -10.4% | -19.3% | -27.0% |
| 3M | -28.2% | -30.1% | +1.9% | -19.9% |
| 6M | -23.6% | -22.4% | -1.1% | -19.2% |
| YTD | +14.4% | -17.3% | +31.7% | +17.5% |
| 1Y | +15.4% | -35.4% | +50.8% | +26.7% |
| 3Y | +184.3% | +18.6% | +165.7% | +148.1% |
| 5Y | +248.9% | -69.8% | +318.7% | +311.8% |
| 10Y | +2,076.9% | +1.1% | +2,075.8% | +1,693.5% |
| All | +4,907.3% | +772.6% | +4,134.8% | +3,029.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 all: compounded portfolio wealth divided by compounded AMBA 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…
all analysis · Full analysis span regression · 6 months rolling