+131.0%
AMDL vs KMX
-25.7%
+156.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.5% | +6.5% | +6.3% |
| 7D | +29.0% | -1.9% | +30.8% | +29.8% |
| 30D | +19.1% | +2.6% | +16.5% | +16.9% |
| 3M | +1.8% | +25.6% | -23.8% | -11.8% |
| 6M | +374.4% | +41.9% | +332.5% | +274.6% |
| YTD | +278.9% | +56.0% | +222.9% | +177.7% |
| 1Y | +510.6% | -1.8% | +512.3% | +481.9% |
| All | +131.0% | -25.7% | +156.7% | +157.9% |
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