+231.3%
ALAB vs BMNR
+234.0%
-2.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.1% |
| 7D | +9.6% | +5.0% | +4.6% | +9.6% |
| 30D | -5.3% | +33.8% | -39.0% | -5.4% |
| 3M | -12.0% | +49.4% | -61.5% | -12.3% |
| 6M | +145.7% | +17.0% | +128.8% | +145.4% |
| YTD | +80.7% | -10.8% | +91.5% | +80.5% |
| 1Y | +40.1% | -45.7% | +85.8% | +40.2% |
| All | +231.3% | +234.0% | -2.7% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling