+47.4%
ADM vs LUNR
+62.5%
-15.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.9% | -6.0% | -0.1% |
| 7D | -0.1% | +6.5% | -6.6% | -0.1% |
| 30D | +11.0% | -4.4% | +15.4% | +11.0% |
| 3M | +6.0% | -47.3% | +53.3% | +6.2% |
| 6M | +26.9% | -11.1% | +38.0% | +26.8% |
| YTD | +50.0% | -3.4% | +53.4% | +49.8% |
| 1Y | +39.6% | +85.8% | -46.2% | +39.2% |
| 3Y | +18.5% | +264.7% | -246.1% | +18.0% |
| All | +47.4% | +62.5% | -15.1% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling