+469.0%
BMNR vs AMRZ
-20.1%
+489.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | +0.2% | -7.5% | +7.8% | +6.4% |
| 30D | +39.9% | -12.4% | +52.3% | +54.5% |
| 3M | +51.5% | -22.4% | +73.9% | +80.1% |
| 6M | +18.9% | -29.5% | +48.4% | +53.9% |
| YTD | -7.8% | -24.1% | +16.3% | +5.4% |
| 1Y | -47.6% | -26.3% | -21.3% | -32.8% |
| All | +469.0% | -20.1% | +489.1% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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