+290.8%
APH vs LUNR
+26.2%
+264.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | +0.4% | +22.7% | -22.3% | -0.2% |
| 30D | -8.0% | -5.3% | -2.7% | -8.0% |
| 3M | -5.0% | -26.1% | +21.1% | -4.5% |
| 6M | +29.9% | -62.4% | +92.3% | +31.9% |
| YTD | +18.0% | -25.0% | +42.9% | +17.8% |
| 1Y | +11.3% | +29.0% | -17.7% | +10.2% |
| 3Y | +274.9% | +327.4% | -52.4% | +270.4% |
| All | +290.8% | +26.2% | +264.6% | +284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling