+212.5%
BMNR vs AMDL
+861.2%
-648.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.0% | -8.3% | -2.8% |
| 7D | +5.0% | +29.0% | -24.0% | +2.5% |
| 30D | +33.8% | +19.1% | +14.7% | +31.2% |
| 3M | +49.4% | +1.8% | +47.7% | +46.9% |
| 6M | +17.0% | +374.4% | -357.4% | +5.6% |
| YTD | -10.8% | +278.9% | -289.7% | -18.3% |
| 1Y | -45.7% | +510.6% | -556.3% | -17.6% |
| All | +212.5% | +861.2% | -648.7% | +5,387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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