-97.7%
AMC vs KMX
-0.5%
-97.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.1% | +2.9% |
| 7D | +2.6% | -7.4% | +10.0% | +6.3% |
| 30D | +9.0% | -3.4% | +12.4% | +10.5% |
| 3M | +22.2% | -11.3% | +33.5% | +27.9% |
| 6M | +91.5% | +30.6% | +60.9% | +65.8% |
| YTD | +101.3% | +33.2% | +68.1% | +69.3% |
| 1Y | +20.8% | +66.7% | -45.9% | -8.9% |
| 3Y | -71.3% | -22.1% | -49.3% | -71.1% |
| 5Y | -99.2% | -66.7% | -32.5% | -98.9% |
| 10Y | -98.7% | +1.9% | -100.6% | -98.9% |
| All | -97.7% | -0.5% | -97.2% | -98.0% |
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