+53.5%
LUNR vs AFRM
-52.3%
+105.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +1.1% |
| 7D | -3.6% | -7.0% | +3.3% | -2.8% |
| 30D | +5.9% | -7.8% | +13.7% | +6.8% |
| 3M | -56.0% | +5.3% | -61.3% | -56.3% |
| 6M | -20.5% | +42.6% | -63.1% | -24.1% |
| YTD | -8.7% | -2.8% | -6.0% | -9.3% |
| 1Y | +75.9% | -19.3% | +95.2% | +78.0% |
| 3Y | +202.9% | +231.0% | -28.1% | +189.7% |
| All | +53.5% | -52.3% | +105.8% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling