+293.9%
APH vs LUNR
+22.4%
+271.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | -5.0% | +12.7% | -17.7% | -5.3% |
| 30D | -8.4% | -10.5% | +2.1% | -8.2% |
| 3M | -4.5% | -25.2% | +20.7% | -4.0% |
| 6M | +25.3% | -59.2% | +84.5% | +27.0% |
| YTD | +18.9% | -27.2% | +46.2% | +18.9% |
| 1Y | +11.9% | +19.7% | -7.7% | +10.9% |
| 3Y | +278.0% | +314.4% | -36.4% | +273.6% |
| All | +293.9% | +22.4% | +271.6% | +287.6% |
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 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