+212.3%
BMNR vs ALM
+220.2%
-7.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +5.1% |
| 7D | -8.5% | -7.1% | -1.4% | -5.5% |
| 30D | +33.8% | +24.7% | +9.1% | +17.2% |
| 3M | +54.7% | +8.3% | +46.4% | +42.6% |
| 6M | +16.7% | -22.2% | +38.9% | +21.5% |
| YTD | -10.9% | +88.1% | -98.9% | -50.4% |
| 1Y | -46.9% | +272.4% | -319.3% | -87.1% |
| All | +212.3% | +220.2% | -7.8% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling