+56.8%
LUNR vs AMRZ
-17.3%
+74.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.3% | +10.1% | +7.5% |
| 7D | +6.5% | -2.0% | +8.5% | +7.1% |
| 30D | -4.4% | -9.8% | +5.4% | -0.6% |
| 3M | -47.3% | -17.2% | -30.0% | -44.5% |
| 6M | -11.1% | -26.9% | +15.9% | -0.2% |
| YTD | -3.4% | -21.5% | +18.1% | +4.4% |
| 1Y | +85.8% | -22.9% | +108.7% | +93.6% |
| All | +56.8% | -17.3% | +74.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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