+403.2%
APLD vs KMX
-22.2%
+425.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.7% | +1.4% |
| 7D | +4.1% | +1.9% | +2.2% | +3.4% |
| 30D | -11.7% | +11.7% | -23.4% | -15.0% |
| 3M | -40.3% | +34.9% | -75.2% | -46.6% |
| 6M | -8.0% | +50.3% | -58.2% | -22.6% |
| YTD | +7.5% | +63.8% | -56.2% | -13.1% |
| 1Y | +84.0% | +3.8% | +80.2% | +77.0% |
| All | +403.2% | -22.2% | +425.5% | +377.6% |
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