+288.5%
APH vs LUNR
+282.2%
+6.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +15.0% | -6.8% | +6.9% |
| 7D | +1.1% | +22.1% | -21.0% | -0.7% |
| 30D | -7.5% | -8.7% | +1.2% | -7.1% |
| 3M | -4.4% | -26.6% | +22.1% | -2.7% |
| 6M | +26.5% | -58.4% | +84.9% | +32.6% |
| YTD | +20.0% | -25.8% | +45.9% | +18.8% |
| 1Y | +16.9% | +25.5% | -8.7% | +11.0% |
| 3Y | +288.5% | +300.0% | -11.5% | +253.5% |
| All | +288.5% | +282.2% | +6.3% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling