-40.8%
BMNR vs AIG
-4.5%
-36.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.7% | -5.4% |
| 7D | +4.9% | -0.9% | +5.9% | +5.1% |
| 30D | +35.5% | -4.9% | +40.4% | +36.6% |
| 3M | +39.6% | +4.5% | +35.1% | +37.8% |
| 6M | +18.2% | -1.4% | +19.7% | +17.7% |
| YTD | -8.0% | -9.8% | +1.8% | -5.9% |
| 1Y | -40.8% | -4.5% | -36.3% | -40.7% |
| All | -40.8% | -4.5% | -36.3% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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