+129.2%
ASML vs BMNR
+245.3%
-116.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -6.2% | +39.9% | -46.1% | -6.3% |
| 3M | -10.5% | +51.5% | -62.0% | -10.6% |
| 6M | +22.9% | +18.9% | +4.0% | +22.8% |
| YTD | +59.5% | -7.8% | +67.3% | +59.4% |
| 1Y | +112.6% | -47.6% | +160.2% | +112.5% |
| All | +129.2% | +245.3% | -116.1% | +128.4% |
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