+35.0%
LUNR vs AFRM
-56.6%
+91.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.9% | +9.9% | +7.4% |
| 7D | +51.2% | -5.5% | +56.6% | +52.2% |
| 30D | +7.0% | -15.5% | +22.4% | +9.5% |
| 3M | -23.1% | -10.3% | -12.8% | -22.1% |
| 6M | -59.4% | +0.6% | -60.0% | -59.5% |
| YTD | -19.7% | -11.5% | -8.2% | -19.2% |
| 1Y | +39.5% | -16.6% | +56.1% | +41.3% |
| 3Y | +357.2% | +193.5% | +163.7% | +342.5% |
| All | +35.0% | -56.6% | +91.6% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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