+16.0%
AMT vs LUNR
+348.3%
-332.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +1.5% | +24.2% | -22.7% | +1.8% |
| 30D | +6.8% | +18.0% | -11.1% | +7.2% |
| 3M | +11.2% | -26.0% | +37.2% | +11.1% |
| 6M | +12.5% | -63.6% | +76.0% | +11.9% |
| YTD | +12.5% | -19.9% | +32.4% | +13.0% |
| 1Y | +10.1% | +50.1% | -40.0% | +11.6% |
| 3Y | +16.0% | +374.5% | -358.4% | +18.6% |
| All | +16.0% | +348.3% | -332.3% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling