+223.1%
BMNR vs ACGL
+1.2%
+221.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.5% |
| 7D | +0.2% | -2.0% | +2.3% | +1.5% |
| 30D | +39.9% | -1.2% | +41.1% | +41.1% |
| 3M | +51.5% | +5.4% | +46.1% | +41.5% |
| 6M | +18.9% | +1.4% | +17.6% | +14.2% |
| YTD | -7.8% | +0.2% | -8.0% | -16.8% |
| 1Y | -47.6% | +4.1% | -51.7% | -59.8% |
| All | +223.1% | +1.2% | +221.9% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling