+285.6%
APH vs KMX
-23.7%
+309.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.7% |
| 7D | +5.0% | +1.9% | +3.1% | +4.6% |
| 30D | -3.9% | +11.7% | -15.6% | -5.6% |
| 3M | +13.0% | +34.9% | -21.9% | +7.1% |
| 6M | +25.2% | +50.3% | -25.1% | +15.8% |
| YTD | +22.9% | +63.8% | -40.9% | +11.5% |
| 1Y | +47.8% | +3.8% | +44.0% | +45.1% |
| All | +285.6% | -23.7% | +309.4% | +279.7% |
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 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