+22.4%
LUNR vs AFRM
-56.5%
+78.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.5% |
| 7D | +12.7% | -8.4% | +21.1% | +14.0% |
| 30D | -10.5% | -18.3% | +7.8% | -7.9% |
| 3M | -25.2% | -12.7% | -12.5% | -23.9% |
| 6M | -59.2% | +3.0% | -62.3% | -59.4% |
| YTD | -27.2% | -11.4% | -15.8% | -26.8% |
| 1Y | +19.7% | -13.3% | +33.0% | +20.7% |
| 3Y | +314.4% | +194.0% | +120.4% | +301.1% |
| All | +22.4% | -56.5% | +78.9% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling