+104.0%
ARM vs BMNR
+234.0%
-130.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | +12.5% | +5.0% | +7.5% | +12.5% |
| 30D | -1.4% | +33.8% | -35.1% | -1.4% |
| 3M | -18.7% | +49.4% | -68.1% | -18.7% |
| 6M | +124.6% | +17.0% | +107.7% | +124.5% |
| YTD | +141.7% | -10.8% | +152.6% | +141.5% |
| 1Y | +87.7% | -45.7% | +133.4% | +87.4% |
| All | +104.0% | +234.0% | -130.1% | +110.9% |
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