+219.7%
BMNR vs ALK
-19.6%
+239.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.7% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +31.6% | -18.5% | +50.1% | +44.9% |
| 3M | +47.0% | -3.6% | +50.6% | +45.2% |
| 6M | +31.2% | -3.7% | +34.9% | +28.4% |
| YTD | -8.8% | -19.0% | +10.2% | +1.0% |
| 1Y | -43.4% | -36.0% | -7.4% | -37.9% |
| All | +219.7% | -19.6% | +239.3% | +363.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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