+78.5%
AME vs KMX
-64.5%
+142.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | -4.1% | +6.3% | -10.4% | -5.3% |
| 3M | -6.3% | -7.4% | +1.0% | -5.4% |
| 6M | +3.5% | +37.9% | -34.3% | -3.5% |
| YTD | +17.3% | +39.5% | -22.2% | +8.0% |
| 1Y | +22.0% | +57.9% | -35.8% | +9.6% |
| 3Y | +62.0% | -15.0% | +77.0% | +59.9% |
| 5Y | +78.5% | -64.1% | +142.6% | +109.0% |
| All | +78.5% | -64.5% | +142.9% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling