+78.6%
APLD vs KMX
-1.2%
+79.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.1% |
| 7D | +9.0% | -1.9% | +10.8% | +9.2% |
| 30D | -6.6% | +2.6% | -9.2% | -7.0% |
| 3M | -35.2% | +25.6% | -60.8% | -37.5% |
| 6M | +0.4% | +41.9% | -41.5% | -7.5% |
| YTD | +10.7% | +56.0% | -45.3% | +1.6% |
| 1Y | +78.6% | -1.8% | +80.3% | +85.3% |
| All | +78.6% | -1.2% | +79.7% | +85.3% |
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