+219.7%
BMNR vs ABCL
+370.8%
-151.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +6.0% | +1.4% | +4.6% | +6.2% |
| 30D | +31.6% | +65.1% | -33.5% | +47.7% |
| 3M | +47.0% | +111.1% | -64.1% | +76.7% |
| 6M | +31.2% | +231.6% | -200.4% | +85.7% |
| YTD | -8.8% | +234.5% | -243.3% | +28.1% |
| 1Y | -43.4% | +174.3% | -217.8% | -28.7% |
| All | +219.7% | +370.8% | -151.1% | +8,253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling