+212.3%
BMNR vs ABNB
+25.6%
+186.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | -0.4% |
| 7D | -8.5% | -9.5% | +1.0% | -11.2% |
| 30D | +33.8% | -9.4% | +43.1% | +30.0% |
| 3M | +54.7% | +29.9% | +24.9% | +73.9% |
| 6M | +16.7% | +26.6% | -9.8% | +26.8% |
| YTD | -10.9% | +23.5% | -34.4% | -12.7% |
| 1Y | -46.9% | +35.8% | -82.8% | -40.1% |
| All | +212.3% | +25.6% | +186.8% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling