-14.7%
AMRZ vs KMX
-6.8%
-7.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.7% |
| 7D | -1.9% | +1.9% | -3.8% | -2.3% |
| 30D | -16.9% | +11.7% | -28.6% | -18.9% |
| 3M | -19.2% | +34.9% | -54.1% | -24.5% |
| 6M | -29.3% | +50.3% | -79.5% | -36.2% |
| YTD | -18.0% | +63.8% | -81.8% | -27.0% |
| 1Y | -15.1% | +3.8% | -18.9% | -16.8% |
| All | -14.7% | -6.8% | -7.8% | -15.7% |
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