+1,311.4%
AMT vs KMX
+1,306.4%
+4.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -0.2% | +1.9% | -2.1% | -0.6% |
| 30D | +4.6% | +11.7% | -7.1% | +2.5% |
| 3M | -8.4% | +34.9% | -43.3% | -13.9% |
| 6M | -6.0% | +50.3% | -56.3% | -13.8% |
| YTD | +2.1% | +63.8% | -61.7% | -8.4% |
| 1Y | -6.4% | +3.8% | -10.2% | -9.9% |
| 3Y | +8.1% | -24.3% | +32.3% | +7.5% |
| 5Y | -31.9% | -50.2% | +18.3% | -28.8% |
| 10Y | +97.1% | +5.4% | +91.7% | +69.1% |
| All | +1,311.4% | +1,306.4% | +4.9% | +675.1% |
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