-99.9%
AMIX vs LUNR
+386.2%
-486.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +7.0% | -15.4% | -9.2% |
| 7D | -10.9% | +51.2% | -62.0% | -15.3% |
| 30D | -55.0% | +7.0% | -62.0% | -55.6% |
| 3M | -82.0% | -23.1% | -58.9% | -81.7% |
| 6M | -80.4% | -59.4% | -21.1% | -79.8% |
| YTD | -88.3% | -19.7% | -68.6% | -88.6% |
| 1Y | -92.4% | +39.5% | -131.9% | -92.9% |
| All | -99.9% | +386.2% | -486.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling