+91.0%
KLAC vs AME
+26.3%
+64.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -1.9% |
| 7D | +2.5% | 0.0% | +2.4% | +2.6% |
| 30D | -11.5% | -8.6% | -2.9% | +0.4% |
| 3M | -16.9% | +5.8% | -22.7% | -19.5% |
| 6M | +22.2% | +3.8% | +18.4% | +20.1% |
| YTD | +46.4% | +14.4% | +31.9% | +34.7% |
| 1Y | +91.0% | +25.8% | +65.2% | +70.1% |
| All | +91.0% | +26.3% | +64.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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