+24.8%
LUNR vs AMBA
-68.7%
+93.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.3% | +9.7% | +13.5% |
| 7D | +22.1% | 0.0% | +22.2% | +22.8% |
| 30D | -8.7% | -8.6% | -0.1% | -5.8% |
| 3M | -26.6% | -29.0% | +2.4% | -19.5% |
| 6M | -58.4% | -19.2% | -39.2% | -56.8% |
| YTD | -25.8% | -13.0% | -12.8% | -24.5% |
| 1Y | +25.5% | -31.3% | +56.8% | +33.7% |
| 3Y | +300.0% | +28.1% | +271.9% | +299.1% |
| All | +24.8% | -68.7% | +93.5% | +18.8% |
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