+7.9%
AMT vs KMX
-25.6%
+33.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.2% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +1.8% | +4.1% | -2.3% | +1.5% |
| 3M | -6.2% | +27.5% | -33.7% | -7.9% |
| 6M | -5.0% | +43.6% | -48.6% | -7.8% |
| YTD | +2.1% | +56.8% | -54.7% | -1.9% |
| 1Y | -5.7% | -1.3% | -4.4% | -6.2% |
| 3Y | +7.9% | -25.4% | +33.3% | +3.4% |
| All | +7.9% | -25.6% | +33.5% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling