+223.1%
BMNR vs AME
+36.9%
+186.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.3% | +0.2% | +0.3% |
| 7D | +0.2% | +1.7% | -1.5% | -1.4% |
| 30D | +39.9% | -6.4% | +46.4% | +49.1% |
| 3M | +51.5% | +7.1% | +44.4% | +39.5% |
| 6M | +18.9% | +8.2% | +10.7% | +7.8% |
| YTD | -7.8% | +18.2% | -26.0% | -26.9% |
| 1Y | -47.6% | +26.7% | -74.4% | -59.9% |
| All | +223.1% | +36.9% | +186.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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