+212.5%
BMNR vs AVAV
-24.3%
+236.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | +0.2% |
| 7D | +5.0% | -3.2% | +8.1% | +6.6% |
| 30D | +33.8% | -25.6% | +59.3% | +52.0% |
| 3M | +49.4% | -20.2% | +69.7% | +60.3% |
| 6M | +17.0% | -38.1% | +55.0% | +41.9% |
| YTD | -10.8% | -41.8% | +31.0% | +6.3% |
| 1Y | -45.7% | -39.0% | -6.7% | -28.7% |
| All | +212.5% | -24.3% | +236.8% | +346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling