+133.4%
ASML vs BMNR
+234.0%
-100.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -2.0% |
| 7D | +2.8% | +5.0% | -2.2% | +2.8% |
| 30D | -0.2% | +33.8% | -34.0% | -0.3% |
| 3M | -2.6% | +49.4% | -52.0% | -2.7% |
| 6M | +27.9% | +17.0% | +10.9% | +27.8% |
| YTD | +62.4% | -10.8% | +73.3% | +62.3% |
| 1Y | +116.2% | -45.7% | +161.9% | +116.2% |
| All | +133.4% | +234.0% | -100.6% | +132.7% |
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 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