+0.7%
BA vs BMNR
+245.3%
-244.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.7% | +2.8% |
| 7D | -0.8% | +0.2% | -1.1% | -0.8% |
| 30D | -9.0% | +39.9% | -48.9% | -8.9% |
| 3M | -5.0% | +51.5% | -56.6% | -5.0% |
| 6M | -1.7% | +18.9% | -20.6% | -1.7% |
| YTD | -3.1% | -7.8% | +4.7% | -3.1% |
| 1Y | -4.3% | -47.6% | +43.3% | -4.4% |
| All | +0.7% | +245.3% | -244.7% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling