+40.6%
AVGO vs BMNR
+245.3%
-204.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | +0.3% |
| 7D | +1.1% | +0.2% | +0.9% | +1.1% |
| 30D | -13.0% | +39.9% | -52.9% | -13.2% |
| 3M | -6.0% | +51.5% | -57.5% | -6.3% |
| 6M | +6.4% | +18.9% | -12.5% | +6.2% |
| YTD | +5.0% | -7.8% | +12.8% | +4.9% |
| 1Y | +1.4% | -47.6% | +49.0% | +1.5% |
| All | +40.6% | +245.3% | -204.7% | +37.3% |
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