-46.5%
APLD vs KMX
+35.0%
-81.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.3% | -10.0% | -7.1% |
| 7D | -18.5% | +2.1% | -20.7% | -19.0% |
| 30D | -32.8% | +0.5% | -33.3% | -33.0% |
| 3M | -46.9% | -4.1% | -42.8% | -46.7% |
| 6M | -53.4% | +49.5% | -102.9% | -56.9% |
| YTD | -32.3% | +42.7% | -75.0% | -38.3% |
| 1Y | -46.5% | +35.3% | -81.8% | -51.4% |
| All | -46.5% | +35.0% | -81.5% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling