+131.4%
ASML vs BMNR
+244.5%
-113.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +4.2% |
| 7D | +1.1% | +4.9% | -3.8% | +1.1% |
| 30D | +2.2% | +35.5% | -33.3% | +2.1% |
| 3M | -2.3% | +39.6% | -41.9% | -2.4% |
| 6M | +23.0% | +18.2% | +4.7% | +22.9% |
| YTD | +61.1% | -8.0% | +69.1% | +61.0% |
| 1Y | +129.1% | -40.8% | +169.9% | +129.0% |
| All | +131.4% | +244.5% | -113.1% | +130.7% |
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