+203.8%
AMAT vs LUNR
+53.5%
+150.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.3% |
| 7D | -1.5% | -3.6% | +2.1% | -1.4% |
| 30D | -14.8% | +5.9% | -20.7% | -14.9% |
| 3M | -9.3% | -56.0% | +46.7% | -8.4% |
| 6M | +27.4% | -20.5% | +47.9% | +27.7% |
| YTD | +77.6% | -8.7% | +86.3% | +77.6% |
| 1Y | +188.9% | +75.9% | +113.1% | +187.9% |
| 3Y | +202.3% | +202.9% | -0.6% | +205.5% |
| All | +203.8% | +53.5% | +150.4% | +208.5% |
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