+212.3%
BMNR vs ACGL
+1.3%
+211.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -8.5% | -3.6% | -4.9% | -6.3% |
| 30D | +33.8% | -2.1% | +35.9% | +35.6% |
| 3M | +54.7% | +5.4% | +49.4% | +44.7% |
| 6M | +16.7% | 0.0% | +16.7% | +14.2% |
| YTD | -10.9% | +0.3% | -11.2% | -19.6% |
| 1Y | -46.9% | +6.2% | -53.1% | -63.5% |
| All | +212.3% | +1.3% | +211.1% | +154.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling