+223.1%
BMNR vs ABCL
+348.1%
-125.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.1% | -0.7% | +4.1% |
| 7D | +0.2% | -4.7% | +5.0% | -0.6% |
| 30D | +39.9% | +5.2% | +34.7% | +41.8% |
| 3M | +51.5% | +106.6% | -55.1% | +82.0% |
| 6M | +18.9% | +198.4% | -179.4% | +62.8% |
| YTD | -7.8% | +218.4% | -226.2% | +28.4% |
| 1Y | -47.6% | +136.2% | -183.8% | -46.6% |
| All | +223.1% | +348.1% | -125.1% | +8,268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling