+102.0%
ASML vs BMNR
+142.6%
-40.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | -0.1% |
| 7D | +4.9% | -6.3% | +11.2% | +5.0% |
| 30D | -9.3% | -21.0% | +11.7% | -9.2% |
| 3M | -19.0% | -3.9% | -15.1% | -19.0% |
| 6M | -5.2% | -17.0% | +11.8% | -5.2% |
| YTD | +40.6% | -35.2% | +75.9% | +40.7% |
| 1Y | +47.5% | -51.9% | +99.4% | +47.6% |
| All | +102.0% | +142.6% | -40.5% | +101.6% |
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