-40.8%
BMNR vs ADSK
-31.6%
-9.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.3% | +2.7% | -2.9% |
| 7D | +4.9% | -16.4% | +21.3% | +11.2% |
| 30D | +35.5% | -9.2% | +44.7% | +40.2% |
| 3M | +39.6% | -6.7% | +46.3% | +42.9% |
| 6M | +18.2% | -15.5% | +33.7% | +27.1% |
| YTD | -8.0% | -26.4% | +18.4% | +10.5% |
| 1Y | -40.8% | -31.9% | -8.9% | -18.5% |
| All | -40.8% | -31.6% | -9.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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