-40.8%
BMNR vs ALLY
+9.5%
-50.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.9% |
| 7D | +4.9% | +3.7% | +1.2% | +1.7% |
| 30D | +35.5% | -2.3% | +37.7% | +38.0% |
| 3M | +39.6% | +3.8% | +35.7% | +33.8% |
| 6M | +18.2% | +9.7% | +8.5% | +6.5% |
| YTD | -8.0% | -1.4% | -6.6% | -6.2% |
| 1Y | -40.8% | +8.2% | -49.0% | -42.3% |
| All | -40.8% | +9.5% | -50.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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