+51.3%
ADM vs LUNR
+48.7%
+2.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | +2.5% | -3.1% | +5.6% | +2.5% |
| 30D | +9.5% | -15.3% | +24.8% | +9.5% |
| 3M | +10.6% | -53.2% | +63.8% | +10.8% |
| 6M | +24.0% | -22.2% | +46.2% | +24.0% |
| YTD | +54.0% | -11.6% | +65.5% | +53.8% |
| 1Y | +45.3% | +68.4% | -23.1% | +44.9% |
| 3Y | +21.8% | +216.8% | -195.0% | +21.2% |
| All | +51.3% | +48.7% | +2.6% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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