+223.1%
BMNR vs ADVB
-56.9%
+280.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.5% | +10.9% | +2.9% |
| 7D | +0.2% | -12.3% | +12.5% | -0.6% |
| 30D | +39.9% | +7.8% | +32.1% | +41.0% |
| 3M | +51.5% | +104.2% | -52.7% | +64.9% |
| 6M | +18.9% | +58.1% | -39.2% | +30.6% |
| YTD | -7.8% | +40.2% | -48.0% | -0.7% |
| 1Y | -47.6% | -16.1% | -31.5% | -48.6% |
| All | +223.1% | -56.9% | +280.0% | +217.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling