-47.6%
BMNR vs ALC
-14.7%
-32.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +0.2% | -6.3% | +6.6% | +1.4% |
| 30D | +39.9% | -10.3% | +50.2% | +42.6% |
| 3M | +51.5% | -0.7% | +52.2% | +49.9% |
| 6M | +18.9% | -17.8% | +36.8% | +26.9% |
| YTD | -7.8% | -15.8% | +8.0% | -1.8% |
| 1Y | -47.6% | -16.7% | -30.9% | -42.2% |
| All | -47.6% | -14.7% | -32.9% | -42.2% |
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