+243.9%
APLD vs LUNR
+22.4%
+221.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | -6.3% | +12.7% | -19.0% | -7.3% |
| 30D | -29.6% | -10.5% | -19.1% | -28.7% |
| 3M | -42.6% | -25.2% | -17.4% | -41.0% |
| 6M | -59.6% | -59.2% | -0.3% | -56.5% |
| YTD | -32.0% | -27.2% | -4.7% | -30.1% |
| 1Y | -46.9% | +19.7% | -66.6% | -47.0% |
| 3Y | +255.7% | +314.4% | -58.7% | +252.7% |
| All | +243.9% | +22.4% | +221.5% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling