+212.5%
BMNR vs ALC
-21.0%
+233.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +5.0% | -5.3% | +10.3% | +7.0% |
| 30D | +33.8% | -7.1% | +40.8% | +37.1% |
| 3M | +49.4% | +0.8% | +48.7% | +47.8% |
| 6M | +17.0% | -16.0% | +32.9% | +29.2% |
| YTD | -10.8% | -12.7% | +1.9% | -2.9% |
| 1Y | -45.7% | -12.8% | -32.9% | -38.8% |
| All | +212.5% | -21.0% | +233.5% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling