-40.8%
BMNR vs ACM
-45.8%
+5.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.4% |
| 7D | +4.9% | -3.7% | +8.7% | +6.5% |
| 30D | +35.5% | -11.1% | +46.6% | +41.3% |
| 3M | +39.6% | -8.0% | +47.6% | +43.0% |
| 6M | +18.2% | -29.7% | +47.9% | +42.0% |
| YTD | -8.0% | -29.4% | +21.3% | +5.7% |
| 1Y | -40.8% | -46.4% | +5.6% | -0.1% |
| All | -40.8% | -45.8% | +5.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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