+229.1%
LUNR vs AFRM
+235.6%
-6.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.7% |
| 7D | -3.6% | -7.0% | +3.3% | -1.3% |
| 30D | +5.9% | -7.8% | +13.7% | +8.3% |
| 3M | -56.0% | +5.3% | -61.3% | -57.1% |
| 6M | -20.5% | +42.6% | -63.1% | -30.9% |
| YTD | -8.7% | -2.8% | -6.0% | -10.4% |
| 1Y | +75.9% | -19.3% | +95.2% | +82.1% |
| All | +229.1% | +235.6% | -6.5% | +115.6% |
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