+433.3%
KLAC vs AMP
+122.1%
+311.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.4% |
| 7D | -2.7% | -0.5% | -2.1% | -2.3% |
| 30D | -13.2% | -1.3% | -11.8% | -12.5% |
| 3M | -25.0% | +24.2% | -49.2% | -37.0% |
| 6M | +23.6% | +24.6% | -1.0% | +3.3% |
| YTD | +49.2% | +14.8% | +34.4% | +31.2% |
| 1Y | +89.3% | +12.8% | +76.5% | +68.3% |
| 3Y | +274.4% | +69.0% | +205.4% | +128.2% |
| All | +433.3% | +122.1% | +311.2% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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