+9,561.7%
AME vs KMX
+378.0%
+9,183.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +8.1% | 0.0% | +8.1% | +8.1% |
| 30D | -3.8% | +3.5% | -7.3% | -4.6% |
| 3M | -6.6% | -10.4% | +3.8% | -5.1% |
| 6M | +4.6% | +37.6% | -33.0% | -2.6% |
| YTD | +17.9% | +36.1% | -18.1% | +9.2% |
| 1Y | +23.2% | +52.8% | -29.5% | +11.4% |
| 3Y | +62.9% | -17.0% | +80.0% | +60.4% |
| 5Y | +77.5% | -64.7% | +142.2% | +99.2% |
| 10Y | +444.7% | -4.0% | +448.7% | +396.6% |
| All | +9,561.7% | +378.0% | +9,183.7% | +5,964.8% |
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