+62.5%
LUNR vs AMBA
-67.7%
+130.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.9% | +4.9% | +5.6% |
| 7D | +6.5% | -6.4% | +12.9% | +8.3% |
| 30D | -4.4% | -26.8% | +22.5% | +3.6% |
| 3M | -47.3% | -7.6% | -39.6% | -46.9% |
| 6M | -11.1% | +21.2% | -32.3% | -16.6% |
| YTD | -3.4% | -10.4% | +7.0% | -2.9% |
| 1Y | +85.8% | -24.4% | +110.2% | +92.5% |
| 3Y | +264.7% | +6.0% | +258.7% | +253.5% |
| All | +62.5% | -67.7% | +130.2% | +52.8% |
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