+223.1%
BMNR vs AFRM
+30.2%
+192.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.6% | -0.2% |
| 7D | +0.2% | -1.3% | +1.5% | +1.0% |
| 30D | +39.9% | -2.7% | +42.6% | +41.4% |
| 3M | +51.5% | +7.4% | +44.1% | +41.2% |
| 6M | +18.9% | +40.7% | -21.8% | -9.9% |
| YTD | -7.8% | -4.0% | -3.8% | -7.0% |
| 1Y | -47.6% | -12.2% | -35.4% | -41.8% |
| All | +223.1% | +30.2% | +192.8% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 5y: compounded portfolio wealth divided by compounded AFRM 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…
5y analysis · Full analysis span regression · 6 months rolling