+142.6%
AMAT vs BMNR
+165.5%
-22.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.4% | -0.4% | +6.0% |
| 7D | +7.0% | -11.5% | +18.4% | +7.0% |
| 30D | -20.6% | -19.3% | -1.3% | -20.5% |
| 3M | -24.8% | +6.4% | -31.1% | -24.8% |
| 6M | -10.7% | -16.4% | +5.7% | -10.7% |
| YTD | +54.3% | -29.1% | +83.4% | +54.3% |
| 1Y | +73.7% | -51.4% | +125.1% | +73.8% |
| All | +142.6% | +165.5% | -22.8% | +144.8% |
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