+1,439.7%
AMT vs KMX
+1,068.4%
+371.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.2% |
| 7D | -2.2% | 0.0% | -2.1% | -2.2% |
| 30D | +5.8% | +3.5% | +2.3% | +4.9% |
| 3M | +12.6% | -10.4% | +23.0% | +14.5% |
| 6M | +8.3% | +37.6% | -29.3% | +1.0% |
| YTD | +11.4% | +36.1% | -24.7% | +3.0% |
| 1Y | +7.7% | +52.8% | -45.0% | -2.7% |
| 3Y | +14.8% | -17.0% | +31.8% | +12.0% |
| 5Y | -18.0% | -64.7% | +46.7% | -8.5% |
| 10Y | +133.0% | -4.0% | +137.0% | +103.0% |
| All | +1,439.7% | +1,068.4% | +371.3% | +772.1% |
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