+314.4%
LUNR vs AFRM
+167.0%
+147.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -0.8% |
| 7D | +12.7% | -8.4% | +21.1% | +16.4% |
| 30D | -10.5% | -18.3% | +7.8% | -3.3% |
| 3M | -25.2% | -12.7% | -12.5% | -22.0% |
| 6M | -59.2% | +3.0% | -62.3% | -60.2% |
| YTD | -27.2% | -11.4% | -15.8% | -26.4% |
| 1Y | +19.7% | -13.3% | +33.0% | +21.5% |
| 3Y | +314.4% | +194.0% | +120.4% | +166.6% |
| All | +314.4% | +167.0% | +147.4% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling