+127.6%
AMAT vs BMNR
+142.6%
-15.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -2.7% |
| 7D | +11.4% | -6.3% | +17.6% | +11.4% |
| 30D | -17.0% | -21.0% | +3.9% | -17.0% |
| 3M | -30.6% | -3.9% | -26.7% | -30.6% |
| 6M | -14.9% | -17.0% | +2.1% | -14.9% |
| YTD | +44.7% | -35.2% | +79.9% | +44.8% |
| 1Y | +66.9% | -51.9% | +118.8% | +67.0% |
| All | +127.6% | +142.6% | -15.0% | +129.6% |
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 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