-91.7%
AMIX vs LUNR
+24.0%
-115.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.1% | -23.1% | -20.6% |
| 7D | -8.1% | +22.7% | -30.7% | -11.9% |
| 30D | -52.3% | -5.3% | -47.0% | -52.2% |
| 3M | -83.8% | -26.1% | -57.7% | -83.2% |
| 6M | -79.0% | -62.4% | -16.5% | -79.2% |
| YTD | -87.2% | -25.0% | -62.2% | -86.8% |
| 1Y | -91.7% | +29.0% | -120.7% | -88.6% |
| All | -91.7% | +24.0% | -115.7% | -88.6% |
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