+223.1%
BMNR vs ALLY
+23.5%
+199.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.7% |
| 7D | +0.2% | -3.8% | +4.0% | +4.7% |
| 30D | +39.9% | -4.9% | +44.8% | +47.8% |
| 3M | +51.5% | -2.6% | +54.1% | +55.2% |
| 6M | +18.9% | +15.7% | +3.2% | -5.1% |
| YTD | -7.8% | -5.2% | -2.7% | -0.9% |
| 1Y | -47.6% | +2.8% | -50.4% | -46.7% |
| All | +223.1% | +23.5% | +199.5% | +399.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling