+89.3%
KLAC vs AMRZ
-24.2%
+113.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -7.5% | +4.9% | +0.2% |
| 30D | -13.2% | -12.4% | -0.8% | -8.8% |
| 3M | -25.0% | -22.4% | -2.6% | -18.3% |
| 6M | +23.6% | -29.5% | +53.1% | +40.5% |
| YTD | +49.2% | -24.1% | +73.4% | +63.9% |
| 1Y | +89.3% | -26.3% | +115.6% | +97.9% |
| All | +89.3% | -24.2% | +113.5% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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