+95.0%
AMDL vs KMX
-22.0%
+117.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.6% |
| 7D | +4.5% | +1.9% | +2.6% | +3.4% |
| 30D | -4.4% | +11.7% | -16.1% | -10.2% |
| 3M | -30.5% | +34.9% | -65.4% | -42.0% |
| 6M | +300.9% | +50.3% | +250.6% | +207.7% |
| YTD | +219.9% | +63.8% | +156.1% | +129.1% |
| 1Y | +374.7% | +3.8% | +370.9% | +339.5% |
| All | +95.0% | -22.0% | +117.1% | +112.7% |
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