+346.1%
AMD vs BMNR
+245.3%
+100.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +2.5% |
| 7D | +8.1% | +0.2% | +7.8% | +8.1% |
| 30D | +6.9% | +39.9% | -33.0% | +6.8% |
| 3M | +5.7% | +51.5% | -45.8% | +5.6% |
| 6M | +152.0% | +18.9% | +133.1% | +151.8% |
| YTD | +141.0% | -7.8% | +148.8% | +140.8% |
| 1Y | +231.6% | -47.6% | +279.2% | +231.0% |
| All | +346.1% | +245.3% | +100.8% | +358.0% |
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