+229.3%
APLD vs LUNR
+34.7%
+194.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.8% |
| 7D | +2.7% | +24.2% | -21.5% | +0.6% |
| 30D | -21.4% | +18.0% | -39.4% | -22.5% |
| 3M | -47.8% | -26.0% | -21.9% | -46.4% |
| 6M | -64.9% | -63.6% | -1.3% | -62.0% |
| YTD | -34.9% | -19.9% | -15.0% | -33.7% |
| 1Y | -30.7% | +50.1% | -80.9% | -32.0% |
| 3Y | +305.3% | +374.5% | -69.1% | +298.2% |
| All | +229.3% | +34.7% | +194.6% | +241.5% |
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