+0.8%
BA vs BMNR
+241.8%
-240.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +2.5% | +6.0% | -3.5% | +2.5% |
| 30D | -10.1% | +31.6% | -41.7% | -10.1% |
| 3M | -2.4% | +47.0% | -49.4% | -2.4% |
| 6M | -8.8% | +31.2% | -40.0% | -8.8% |
| YTD | -2.9% | -8.8% | +5.8% | -3.0% |
| 1Y | -8.8% | -43.4% | +34.7% | -8.8% |
| All | +0.8% | +241.8% | -240.9% | +3.2% |
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