-8.0%
APLD vs LUNR
-18.8%
+10.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.5% |
| 7D | +4.1% | -3.6% | +7.7% | +5.6% |
| 30D | -11.7% | +5.9% | -17.6% | -14.3% |
| 3M | -40.3% | -56.0% | +15.7% | -23.9% |
| 6M | -8.0% | -20.5% | +12.5% | -15.1% |
| All | -8.0% | -18.8% | +10.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 6mo: compounded portfolio wealth divided by compounded LUNR 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…
6mo analysis · Full analysis span regression · 6 months rolling