+173.8%
KLAC vs AMDL
+95.0%
+78.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.2% | -1.9% | +4.8% |
| 7D | +5.7% | +4.5% | +1.2% | +4.5% |
| 30D | -3.6% | -4.4% | +0.8% | -3.0% |
| 3M | -12.8% | -30.5% | +17.7% | -7.0% |
| 6M | +26.1% | +300.9% | -274.8% | -16.8% |
| YTD | +53.3% | +219.9% | -166.6% | +3.1% |
| 1Y | +113.7% | +374.7% | -261.0% | +19.8% |
| All | +173.8% | +95.0% | +78.8% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling