+223.1%
BMNR vs ARKK
+44.0%
+179.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +2.3% |
| 7D | +0.2% | -3.1% | +3.3% | +5.9% |
| 30D | +39.9% | +2.7% | +37.2% | +34.5% |
| 3M | +51.5% | +10.8% | +40.8% | +26.0% |
| 6M | +18.9% | +14.4% | +4.5% | -6.7% |
| YTD | -7.8% | +8.7% | -16.5% | -16.9% |
| 1Y | -47.6% | +6.7% | -54.4% | -41.8% |
| All | +223.1% | +44.0% | +179.1% | +878.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 10y: compounded portfolio wealth divided by compounded ARKK 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…
10y analysis · Full analysis span regression · 6 months rolling