+6,610.7%
KLAC vs AMBA
+837.3%
+5,773.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.6% |
| 7D | +5.7% | -11.0% | +16.7% | +9.7% |
| 30D | -3.6% | -23.2% | +19.5% | +4.7% |
| 3M | -12.8% | -12.7% | -0.1% | -9.8% |
| 6M | +26.1% | +11.2% | +14.8% | +19.3% |
| YTD | +53.3% | -11.2% | +64.5% | +54.5% |
| 1Y | +113.7% | -22.5% | +136.2% | +121.7% |
| 3Y | +274.9% | -1.3% | +276.2% | +245.0% |
| 5Y | +470.1% | -54.2% | +524.3% | +505.1% |
| 10Y | +2,997.0% | -6.1% | +3,003.1% | +2,435.0% |
| All | +6,610.7% | +837.3% | +5,773.4% | +4,013.2% |
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