+188.0%
AMAT vs BMNR
+234.0%
-46.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.8% |
| 7D | +6.9% | +5.0% | +1.9% | +6.9% |
| 30D | -10.1% | +33.8% | -43.9% | -10.2% |
| 3M | -6.0% | +49.4% | -55.4% | -6.1% |
| 6M | +38.6% | +17.0% | +21.7% | +38.5% |
| YTD | +83.1% | -10.8% | +93.9% | +83.0% |
| 1Y | +188.3% | -45.7% | +234.0% | +188.2% |
| All | +188.0% | +234.0% | -46.1% | +190.2% |
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