+47.6%
AMDL vs KMX
-36.6%
+84.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | -2.1% | +24.4% | +23.4% |
| 7D | -26.2% | -7.4% | -18.8% | -22.8% |
| 30D | -57.1% | -3.4% | -53.7% | -56.4% |
| 3M | -29.8% | -11.3% | -18.5% | -26.3% |
| 6M | -22.2% | +30.6% | -52.8% | -35.0% |
| YTD | +142.1% | +33.2% | +108.9% | +91.3% |
| 1Y | +85.8% | +66.7% | +19.1% | +25.5% |
| All | +47.6% | -36.6% | +84.2% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling