+222.3%
BMNR vs AS
-20.4%
+242.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.6% | -9.2% | -6.1% |
| 7D | +4.9% | -4.9% | +9.8% | +5.7% |
| 30D | +35.5% | -19.6% | +55.1% | +40.0% |
| 3M | +39.6% | -14.4% | +54.0% | +43.1% |
| 6M | +18.2% | -20.1% | +38.4% | +19.0% |
| YTD | -8.0% | -20.9% | +12.9% | -7.0% |
| 1Y | -40.8% | -21.9% | -18.9% | -47.9% |
| All | +222.3% | -20.4% | +242.6% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling