+102.5%
AMDL vs KMX
-34.4%
+137.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.2% | -18.8% | -18.2% |
| 7D | +37.2% | +3.4% | +33.8% | +35.0% |
| 30D | -24.0% | +6.8% | -30.9% | -26.9% |
| 3M | -1.0% | -11.4% | +10.4% | +4.3% |
| 6M | -3.2% | +43.6% | -46.8% | -23.1% |
| YTD | +232.2% | +37.7% | +194.5% | +158.2% |
| 1Y | +137.7% | +53.0% | +84.8% | +71.1% |
| All | +102.5% | -34.4% | +137.0% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling