+113.7%
KLAC vs AMDL
+384.9%
-271.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.2% | -1.9% | +5.1% |
| 7D | +5.7% | +4.5% | +1.2% | +4.6% |
| 30D | -3.6% | -4.4% | +0.8% | -3.1% |
| 3M | -12.8% | -30.5% | +17.7% | -7.6% |
| 6M | +26.1% | +300.9% | -274.8% | -3.7% |
| YTD | +53.3% | +219.9% | -166.6% | +19.4% |
| 1Y | +113.7% | +374.7% | -261.0% | +67.8% |
| All | +113.7% | +384.9% | -271.2% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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