-40.8%
BMNR vs ALM
+318.3%
-359.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.1% |
| 7D | +4.9% | -2.6% | +7.5% | +5.9% |
| 30D | +35.5% | +32.0% | +3.5% | +23.6% |
| 3M | +39.6% | -15.0% | +54.6% | +44.2% |
| 6M | +18.2% | -10.1% | +28.4% | +16.6% |
| YTD | -8.0% | +99.4% | -107.5% | -28.5% |
| 1Y | -40.8% | +316.4% | -357.1% | -54.6% |
| All | -40.8% | +318.3% | -359.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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