+219.7%
BMNR vs ACGL
+0.8%
+218.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | +0.7% |
| 7D | +6.0% | -2.9% | +8.9% | +8.2% |
| 30D | +31.6% | -2.8% | +34.4% | +34.1% |
| 3M | +47.0% | +6.8% | +40.2% | +35.3% |
| 6M | +31.2% | -1.5% | +32.7% | +30.3% |
| YTD | -8.8% | -0.2% | -8.5% | -17.4% |
| 1Y | -43.4% | +5.3% | -48.7% | -60.4% |
| All | +219.7% | +0.8% | +218.9% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling