-44.9%
BMNR vs ALC
+4.2%
-49.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.8% | -1.0% | +4.6% |
| 7D | -1.5% | +10.7% | -12.2% | -3.2% |
| 30D | -18.9% | +20.2% | -39.1% | -21.6% |
| 3M | +20.1% | +8.9% | +11.2% | +17.9% |
| 6M | -4.7% | +5.7% | -10.4% | -4.9% |
| YTD | -20.0% | -1.4% | -18.5% | -16.5% |
| 1Y | -44.9% | +4.7% | -49.6% | -44.2% |
| All | -44.9% | +4.2% | -49.1% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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