+8.3%
AA vs LUNR
-19.1%
+27.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -13.2% | +7.9% | -3.0% |
| 7D | -3.7% | -26.2% | +22.5% | +1.2% |
| 30D | -10.8% | -42.8% | +32.0% | -2.3% |
| 3M | -19.1% | -38.4% | +19.3% | -12.9% |
| 6M | -38.7% | -65.2% | +26.5% | -28.7% |
| YTD | -27.1% | -46.9% | +19.8% | -23.4% |
| 1Y | +8.3% | -17.4% | +25.8% | +3.4% |
| All | +8.3% | -19.1% | +27.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling