-98.1%
AMC vs KMX
+22.3%
-120.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | +2.3% | +1.9% | +0.4% | +1.4% |
| 30D | -0.7% | +11.7% | -12.4% | -5.6% |
| 3M | +35.2% | +34.9% | +0.3% | +16.7% |
| 6M | +124.6% | +50.3% | +74.3% | +81.8% |
| YTD | +69.9% | +63.8% | +6.1% | +31.2% |
| 1Y | -2.6% | +3.8% | -6.4% | -10.4% |
| 3Y | -79.8% | -24.3% | -55.5% | -79.2% |
| 5Y | -99.4% | -50.2% | -49.2% | -99.3% |
| 10Y | -98.9% | +5.4% | -104.3% | -99.1% |
| All | -98.1% | +22.3% | -120.4% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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