+132.1%
KLAC vs AMDL
+145.7%
-13.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.9% | -14.2% | -5.6% |
| 7D | +21.2% | +103.5% | -82.4% | -1.5% |
| 30D | -14.5% | -18.3% | +3.8% | -13.6% |
| 3M | -24.4% | +20.1% | -44.4% | -32.5% |
| 6M | -12.9% | +15.9% | -28.9% | -23.6% |
| YTD | +29.9% | +303.0% | -273.1% | -22.5% |
| 1Y | +31.9% | +164.0% | -132.1% | -13.4% |
| All | +132.1% | +145.7% | -13.6% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling