-47.6%
BMNR vs AIG
-1.2%
-46.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | +39.9% | -1.1% | +41.0% | +40.2% |
| 3M | +51.5% | +0.7% | +50.8% | +50.8% |
| 6M | +18.9% | -2.2% | +21.1% | +18.5% |
| YTD | -7.8% | -10.8% | +3.0% | -5.5% |
| 1Y | -47.6% | -2.0% | -45.6% | -49.9% |
| All | -47.6% | -1.2% | -46.4% | -49.9% |
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