+17.8%
AVGO vs BMNR
-42.5%
+60.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +1.3% |
| 7D | -3.0% | +4.9% | -7.9% | -4.3% |
| 30D | -14.4% | +35.5% | -49.9% | -20.2% |
| 3M | -14.4% | +39.6% | -54.0% | -21.2% |
| 6M | +13.1% | +18.2% | -5.1% | +6.8% |
| YTD | +3.8% | -8.0% | +11.8% | +0.7% |
| 1Y | +17.8% | -40.8% | +58.6% | +27.4% |
| All | +17.8% | -42.5% | +60.3% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling