+212.3%
BMNR vs AG
+159.2%
+53.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.8% | +2.9% |
| 7D | -8.5% | -5.8% | -2.7% | -5.2% |
| 30D | +33.8% | +6.4% | +27.4% | +28.6% |
| 3M | +54.7% | +28.4% | +26.4% | +30.8% |
| 6M | +16.7% | -24.5% | +41.2% | +34.0% |
| YTD | -10.9% | +21.2% | -32.1% | -34.0% |
| 1Y | -46.9% | +114.1% | -161.0% | -86.5% |
| All | +212.3% | +159.2% | +53.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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