+48.7%
LUNR vs AMP
+94.0%
-45.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.2% |
| 7D | -3.1% | -0.5% | -2.6% | -2.9% |
| 30D | -15.3% | -1.3% | -14.0% | -15.0% |
| 3M | -53.2% | +24.2% | -77.4% | -57.7% |
| 6M | -22.2% | +24.6% | -46.8% | -30.0% |
| YTD | -11.6% | +14.8% | -26.4% | -17.6% |
| 1Y | +68.4% | +12.8% | +55.6% | +58.8% |
| 3Y | +216.8% | +69.0% | +147.8% | +202.8% |
| All | +48.7% | +94.0% | -45.3% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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