+219.7%
BMNR vs AS
-22.6%
+242.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | +6.0% | -2.6% | +8.6% | +6.4% |
| 30D | +31.6% | -22.1% | +53.7% | +36.6% |
| 3M | +47.0% | -15.3% | +62.3% | +51.1% |
| 6M | +31.2% | -15.6% | +46.8% | +34.5% |
| YTD | -8.8% | -23.2% | +14.4% | -7.4% |
| 1Y | -43.4% | -21.7% | -21.7% | -47.3% |
| All | +219.7% | -22.6% | +242.3% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling