+102.3%
ASML vs BMNR
+154.6%
-52.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -2.4% |
| 7D | +10.4% | -2.9% | +13.2% | +10.4% |
| 30D | -12.7% | -21.5% | +8.7% | -12.7% |
| 3M | -17.2% | +3.1% | -20.3% | -17.2% |
| 6M | -1.3% | -14.9% | +13.6% | -1.3% |
| YTD | +40.8% | -32.0% | +72.8% | +40.8% |
| 1Y | +45.2% | -54.5% | +99.7% | +45.3% |
| All | +102.3% | +154.6% | -52.2% | +101.9% |
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 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