+221.0%
ALAB vs BMNR
+245.3%
-24.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.1% | +2.3% |
| 7D | -6.2% | +0.2% | -6.4% | -6.2% |
| 30D | -8.7% | +39.9% | -48.6% | -8.8% |
| 3M | -20.7% | +51.5% | -72.3% | -21.0% |
| 6M | +133.5% | +18.9% | +114.6% | +133.2% |
| YTD | +75.1% | -7.8% | +82.9% | +74.9% |
| 1Y | +25.0% | -47.6% | +72.7% | +25.1% |
| All | +221.0% | +245.3% | -24.3% | +221.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR 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 BMNR 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