+223.1%
BMNR vs AEM
+61.3%
+161.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.6% | +1.2% |
| 7D | +0.2% | -2.1% | +2.4% | +2.7% |
| 30D | +39.9% | +8.4% | +31.5% | +27.3% |
| 3M | +51.5% | +27.3% | +24.2% | +10.7% |
| 6M | +18.9% | -9.7% | +28.6% | +36.4% |
| YTD | -7.8% | +19.0% | -26.8% | -47.2% |
| 1Y | -47.6% | +31.5% | -79.1% | -86.0% |
| All | +223.1% | +61.3% | +161.8% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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