+212.3%
BMNR vs ARMK
+42.4%
+169.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | -0.2% |
| 7D | -8.5% | -0.9% | -7.6% | -8.9% |
| 30D | +33.8% | -5.9% | +39.7% | +30.0% |
| 3M | +54.7% | +6.7% | +48.0% | +60.7% |
| 6M | +16.7% | +42.5% | -25.8% | +43.0% |
| YTD | -10.9% | +55.1% | -66.0% | +20.1% |
| 1Y | -46.9% | +50.3% | -97.2% | -29.3% |
| All | +212.3% | +42.4% | +169.9% | +848.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling