+180.4%
AMAT vs BMNR
+245.3%
-65.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | -16.6% | +39.9% | -56.5% | -16.7% |
| 3M | -17.3% | +51.5% | -68.8% | -17.4% |
| 6M | +30.3% | +18.9% | +11.4% | +30.2% |
| YTD | +78.3% | -7.8% | +86.1% | +78.1% |
| 1Y | +169.8% | -47.6% | +217.4% | +169.6% |
| All | +180.4% | +245.3% | -65.0% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling