+285.5%
APH vs LUNR
+34.7%
+250.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +4.9% | +24.2% | -19.3% | +4.3% |
| 30D | -5.4% | +18.0% | -23.4% | -5.8% |
| 3M | -5.5% | -26.0% | +20.5% | -5.0% |
| 6M | +25.9% | -63.6% | +89.5% | +27.9% |
| YTD | +16.4% | -19.9% | +36.3% | +16.0% |
| 1Y | +16.5% | +50.1% | -33.6% | +14.9% |
| 3Y | +270.9% | +374.5% | -103.6% | +265.8% |
| All | +285.5% | +34.7% | +250.7% | +278.3% |
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