+212.5%
BMNR vs ALLY
+22.8%
+189.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.0% |
| 7D | +5.0% | -1.9% | +6.9% | +7.6% |
| 30D | +33.8% | -4.5% | +38.2% | +40.5% |
| 3M | +49.4% | -2.8% | +52.3% | +53.6% |
| 6M | +17.0% | +10.3% | +6.6% | -0.1% |
| YTD | -10.8% | -5.7% | -5.1% | -3.5% |
| 1Y | -45.7% | +3.9% | -49.6% | -45.7% |
| All | +212.5% | +22.8% | +189.6% | +386.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling