+5,587.4%
KLAC vs AMBA
+810.0%
+4,777.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | +21.2% | +10.7% | +10.5% | +17.5% |
| 30D | -14.5% | -5.0% | -9.5% | -12.8% |
| 3M | -24.4% | -26.9% | +2.5% | -16.7% |
| 6M | -12.9% | -21.9% | +9.0% | -8.1% |
| YTD | +29.9% | -13.8% | +43.7% | +31.8% |
| 1Y | +31.9% | -36.1% | +68.0% | +45.4% |
| 3Y | +201.5% | +21.6% | +179.9% | +161.1% |
| 5Y | +298.6% | -68.8% | +367.3% | +365.9% |
| 10Y | +2,324.4% | +2.3% | +2,322.0% | +1,878.4% |
| All | +5,587.4% | +810.0% | +4,777.5% | +3,410.4% |
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