+104.3%
KLAC vs AMDL
+47.6%
+56.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +22.3% | -15.6% | +0.6% |
| 7D | -12.3% | -26.2% | +13.9% | -6.7% |
| 30D | -29.6% | -57.1% | +27.4% | -14.6% |
| 3M | -28.2% | -29.8% | +1.6% | -25.1% |
| 6M | -23.6% | -22.2% | -1.3% | -24.5% |
| YTD | +14.4% | +142.1% | -127.7% | -20.8% |
| 1Y | +15.4% | +85.8% | -70.4% | -16.0% |
| All | +104.3% | +47.6% | +56.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling