-40.8%
BMNR vs ABCL
+186.8%
-227.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.8% |
| 30D | +35.5% | +93.1% | -57.6% | +6.5% |
| 3M | +39.6% | +79.4% | -39.9% | +9.4% |
| 6M | +18.2% | +214.9% | -196.6% | -30.5% |
| YTD | -8.0% | +234.2% | -242.2% | -49.8% |
| 1Y | -40.8% | +174.8% | -215.6% | -59.3% |
| All | -40.8% | +186.8% | -227.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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