+9,414.8%
AME vs KMX
+475.4%
+8,939.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +0.6% | +1.9% | -1.3% | +0.3% |
| 30D | -6.7% | +11.7% | -18.4% | -8.7% |
| 3M | +4.1% | +34.9% | -30.8% | -2.1% |
| 6M | +1.6% | +50.3% | -48.7% | -7.0% |
| YTD | +16.1% | +63.8% | -47.7% | +4.2% |
| 1Y | +27.3% | +3.8% | +23.5% | +22.8% |
| 3Y | +50.9% | -24.3% | +75.1% | +51.3% |
| 5Y | +81.4% | -50.2% | +131.6% | +91.1% |
| 10Y | +417.0% | +5.4% | +411.6% | +363.2% |
| All | +9,414.8% | +475.4% | +8,939.4% | +5,688.9% |
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 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