+104.4%
ARM vs BMNR
+245.3%
-141.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.7% | +4.2% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | -2.6% | +39.9% | -42.5% | -2.6% |
| 3M | -22.6% | +51.5% | -74.1% | -22.7% |
| 6M | +120.5% | +18.9% | +101.6% | +120.4% |
| YTD | +142.2% | -7.8% | +150.0% | +142.0% |
| 1Y | +71.2% | -47.6% | +118.8% | +70.9% |
| All | +104.4% | +245.3% | -141.0% | +111.3% |
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