+244.7%
APLD vs KMX
-40.9%
+285.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.1% | +2.4% | +5.3% |
| 7D | +3.1% | -4.1% | +7.2% | +4.8% |
| 30D | -29.4% | +2.9% | -32.2% | -30.9% |
| 3M | -42.8% | -7.0% | -35.8% | -41.6% |
| 6M | -59.5% | +34.1% | -93.6% | -65.7% |
| YTD | -31.8% | +40.0% | -71.8% | -45.3% |
| 1Y | -46.0% | +67.2% | -113.2% | -61.2% |
| 3Y | +252.0% | -13.4% | +265.4% | +234.1% |
| All | +244.7% | -40.9% | +285.6% | +367.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling