+8.5%
LUNR vs AMBA
-70.3%
+78.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +6.1% | +15.3% | +19.8% |
| 7D | -1.9% | -7.2% | +5.4% | +0.6% |
| 30D | -27.3% | -10.4% | -17.0% | -24.8% |
| 3M | -29.9% | -30.1% | +0.3% | -22.7% |
| 6M | -60.2% | -22.4% | -37.8% | -58.2% |
| YTD | -35.5% | -17.3% | -18.1% | -33.5% |
| 1Y | +9.5% | -35.4% | +44.9% | +18.4% |
| 3Y | +226.2% | +18.6% | +207.5% | +229.1% |
| All | +8.5% | -70.3% | +78.8% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling