+220.6%
APLD vs KMX
-43.7%
+264.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.1% | +11.9% | +10.7% |
| 7D | -12.7% | -7.4% | -5.3% | -10.0% |
| 30D | -34.7% | -3.4% | -31.3% | -34.4% |
| 3M | -46.1% | -11.3% | -34.8% | -43.9% |
| 6M | -64.9% | +30.6% | -95.4% | -69.9% |
| YTD | -36.6% | +33.2% | -69.8% | -48.1% |
| 1Y | -50.0% | +66.7% | -116.7% | -64.2% |
| 3Y | +190.1% | -22.1% | +212.2% | +191.5% |
| All | +220.6% | -43.7% | +264.4% | +344.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling