-47.6%
BMNR vs ARMK
+54.5%
-102.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.3% | +2.9% |
| 7D | +0.2% | +3.1% | -2.9% | -0.3% |
| 30D | +39.9% | -2.8% | +42.7% | +40.4% |
| 3M | +51.5% | +7.6% | +43.9% | +48.5% |
| 6M | +18.9% | +47.9% | -29.0% | +4.9% |
| YTD | -7.8% | +60.0% | -67.8% | -23.2% |
| 1Y | -47.6% | +52.2% | -99.8% | -53.2% |
| All | -47.6% | +54.5% | -102.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 1y: compounded portfolio wealth divided by compounded ARMK 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…
1y analysis · Full analysis span regression · 6 months rolling