+223.1%
BMNR vs ALLE
+12.1%
+211.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.1% | +2.7% |
| 7D | +0.2% | -2.4% | +2.6% | +1.5% |
| 30D | +39.9% | -7.7% | +47.6% | +45.7% |
| 3M | +51.5% | +15.2% | +36.4% | +40.2% |
| 6M | +18.9% | +5.4% | +13.5% | +17.6% |
| YTD | -7.8% | -2.9% | -4.9% | -3.9% |
| 1Y | -47.6% | -12.8% | -34.8% | -39.6% |
| All | +223.1% | +12.1% | +211.0% | +631.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling