+112.5%
APLD vs BMNR
+234.0%
-121.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.9% | -4.1% |
| 7D | +9.0% | +5.0% | +4.0% | +8.9% |
| 30D | -6.6% | +33.8% | -40.4% | -6.7% |
| 3M | -35.2% | +49.4% | -84.7% | -35.4% |
| 6M | +0.4% | +17.0% | -16.5% | +0.3% |
| YTD | +10.7% | -10.8% | +21.5% | +10.5% |
| 1Y | +78.6% | -45.7% | +124.3% | +78.1% |
| All | +112.5% | +234.0% | -121.5% | +114.6% |
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