+57.7%
AMGN vs LUNR
+228.4%
-170.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.3% |
| 7D | -13.7% | -3.1% | -10.6% | -13.7% |
| 30D | -8.8% | -15.3% | +6.5% | -8.7% |
| 3M | +7.2% | -53.2% | +60.4% | +8.1% |
| 6M | +1.3% | -22.2% | +23.5% | +1.3% |
| YTD | +17.6% | -11.6% | +29.2% | +17.1% |
| 1Y | +37.2% | +68.4% | -31.3% | +34.8% |
| 3Y | +57.7% | +216.8% | -159.0% | +46.5% |
| All | +57.7% | +228.4% | -170.6% | +46.5% |
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 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