+101.9%
ARM vs BMNR
+241.8%
-139.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | +11.4% | +6.0% | +5.4% | +11.4% |
| 30D | -7.4% | +31.6% | -39.1% | -7.5% |
| 3M | -24.5% | +47.0% | -71.5% | -24.5% |
| 6M | +128.7% | +31.2% | +97.5% | +128.6% |
| YTD | +139.3% | -8.8% | +148.0% | +139.1% |
| 1Y | +88.0% | -43.4% | +131.4% | +87.7% |
| All | +101.9% | +241.8% | -139.9% | +108.7% |
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