+180.8%
LUNR vs AMDL
+131.0%
+49.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.0% | -10.8% | -6.7% |
| 7D | +0.5% | +29.0% | -28.4% | -7.7% |
| 30D | -5.3% | +19.1% | -24.4% | -11.0% |
| 3M | -45.6% | +1.8% | -47.4% | -49.4% |
| 6M | -17.4% | +374.4% | -391.8% | -56.9% |
| YTD | -7.9% | +278.9% | -286.9% | -50.3% |
| 1Y | +77.6% | +510.6% | -432.9% | -22.7% |
| All | +180.8% | +131.0% | +49.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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