+223.1%
BMNR vs ALM
+199.3%
+23.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.5% | +9.9% | +6.9% |
| 7D | +0.2% | -11.8% | +12.1% | +6.0% |
| 30D | +39.9% | +7.8% | +32.1% | +32.5% |
| 3M | +51.5% | -9.3% | +60.8% | +53.6% |
| 6M | +18.9% | -30.5% | +49.4% | +31.6% |
| YTD | -7.8% | +75.8% | -83.6% | -47.0% |
| 1Y | -47.6% | +241.2% | -288.8% | -86.5% |
| All | +223.1% | +199.3% | +23.7% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling