+223.1%
BMNR vs AVAV
-21.1%
+244.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.5% |
| 7D | +0.2% | +1.4% | -1.2% | -0.6% |
| 30D | +39.9% | -24.3% | +64.2% | +57.8% |
| 3M | +51.5% | -20.1% | +71.6% | +62.8% |
| 6M | +18.9% | -29.4% | +48.3% | +34.5% |
| YTD | -7.8% | -39.3% | +31.5% | +7.8% |
| 1Y | -47.6% | -39.3% | -8.3% | -30.7% |
| All | +223.1% | -21.1% | +244.2% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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