+212.3%
BMNR vs ACM
-42.6%
+255.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +1.1% |
| 7D | -8.5% | -5.9% | -2.6% | -4.8% |
| 30D | +33.8% | -6.2% | +40.0% | +38.4% |
| 3M | +54.7% | -7.9% | +62.6% | +58.5% |
| 6M | +16.7% | -30.6% | +47.3% | +55.9% |
| YTD | -10.9% | -33.3% | +22.4% | +16.9% |
| 1Y | -46.9% | -49.2% | +2.3% | +18.4% |
| All | +212.3% | -42.6% | +255.0% | +539.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling