+153.3%
AMAT vs LUNR
+348.3%
-195.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +11.4% | +24.2% | -12.8% | +9.0% |
| 30D | -17.0% | +18.0% | -35.0% | -18.5% |
| 3M | -30.6% | -26.0% | -4.6% | -29.3% |
| 6M | -14.9% | -63.6% | +48.6% | -9.8% |
| YTD | +44.7% | -19.9% | +64.6% | +43.8% |
| 1Y | +66.9% | +50.1% | +16.8% | +59.0% |
| 3Y | +153.3% | +374.5% | -221.2% | +130.0% |
| All | +153.3% | +348.3% | -195.0% | +130.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling