+223.1%
BMNR vs AKAM
+38.9%
+184.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +0.2% | +1.5% | -1.3% | -0.1% |
| 30D | +39.9% | -13.0% | +52.9% | +44.0% |
| 3M | +51.5% | -19.4% | +70.9% | +58.2% |
| 6M | +18.9% | +0.3% | +18.6% | +18.0% |
| YTD | -7.8% | +22.4% | -30.2% | -15.8% |
| 1Y | -47.6% | +34.8% | -82.4% | -53.5% |
| All | +223.1% | +38.9% | +184.2% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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