-40.8%
BMNR vs ABNB
+46.0%
-86.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.7% |
| 7D | +4.9% | -4.0% | +8.9% | +6.9% |
| 30D | +35.5% | +19.3% | +16.2% | +22.0% |
| 3M | +39.6% | +36.1% | +3.5% | +14.0% |
| 6M | +18.2% | +34.2% | -16.0% | -3.5% |
| YTD | -8.0% | +34.1% | -42.1% | -27.3% |
| 1Y | -40.8% | +45.1% | -85.9% | -50.3% |
| All | -40.8% | +46.0% | -86.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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