+106.9%
APLD vs BMNR
+245.3%
-138.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +2.5% |
| 7D | +0.2% | +0.2% | -0.1% | +0.2% |
| 30D | -15.2% | +39.9% | -55.1% | -15.3% |
| 3M | -36.3% | +51.5% | -87.8% | -36.4% |
| 6M | -7.4% | +18.9% | -26.3% | -7.5% |
| YTD | +7.7% | -7.8% | +15.6% | +7.6% |
| 1Y | +53.8% | -47.6% | +101.4% | +53.3% |
| All | +106.9% | +245.3% | -138.5% | +108.9% |
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