+26.2%
LUNR vs AMBA
-68.3%
+94.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.1% |
| 7D | +22.7% | +2.6% | +20.1% | +22.5% |
| 30D | -5.3% | -3.6% | -1.7% | -3.7% |
| 3M | -26.1% | -24.6% | -1.5% | -20.2% |
| 6M | -62.4% | -21.6% | -40.8% | -60.7% |
| YTD | -25.0% | -11.8% | -13.2% | -24.0% |
| 1Y | +29.0% | -33.2% | +62.2% | +38.1% |
| 3Y | +327.4% | +24.5% | +302.9% | +323.6% |
| All | +26.2% | -68.3% | +94.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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