+300.2%
APH vs LUNR
+54.8%
+245.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.4% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | -3.0% | -5.3% | +2.3% | -2.9% |
| 3M | +5.7% | -45.6% | +51.4% | +6.8% |
| 6M | +20.0% | -17.4% | +37.3% | +19.9% |
| YTD | +20.8% | -7.9% | +28.7% | +20.3% |
| 1Y | +40.2% | +77.6% | -37.4% | +38.0% |
| 3Y | +288.1% | +247.4% | +40.7% | +281.9% |
| All | +300.2% | +54.8% | +245.3% | +292.2% |
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