+212.3%
BMNR vs ABCL
+330.5%
-118.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | -1.0% |
| 7D | -8.5% | -9.6% | +1.1% | -10.1% |
| 30D | +33.8% | +7.2% | +26.6% | +36.3% |
| 3M | +54.7% | +105.5% | -50.8% | +86.0% |
| 6M | +16.7% | +193.0% | -176.3% | +60.3% |
| YTD | -10.9% | +205.8% | -216.7% | +23.3% |
| 1Y | -46.9% | +144.4% | -191.3% | -37.7% |
| All | +212.3% | +330.5% | -118.1% | +7,936.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling