+54.8%
LUNR vs AFRM
-55.1%
+109.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.7% | -4.0% |
| 7D | +0.5% | -8.0% | +8.6% | +1.6% |
| 30D | -5.3% | -9.8% | +4.5% | -4.2% |
| 3M | -45.6% | +4.7% | -50.3% | -46.1% |
| 6M | -17.4% | +34.1% | -51.5% | -20.5% |
| YTD | -7.9% | -8.4% | +0.5% | -7.7% |
| 1Y | +77.6% | -22.9% | +100.6% | +81.0% |
| 3Y | +247.4% | +203.3% | +44.1% | +234.8% |
| All | +54.8% | -55.1% | +109.9% | +51.1% |
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