-40.8%
BMNR vs ACGL
+4.8%
-45.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -7.1% |
| 7D | +4.9% | -0.7% | +5.7% | +4.0% |
| 30D | +35.5% | -1.0% | +36.5% | +34.0% |
| 3M | +39.6% | +11.0% | +28.5% | +57.2% |
| 6M | +18.2% | -0.3% | +18.6% | +18.4% |
| YTD | -8.0% | +2.3% | -10.3% | -3.2% |
| 1Y | -40.8% | +6.4% | -47.2% | -34.3% |
| All | -40.8% | +4.8% | -45.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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