-40.8%
BMNR vs AXON
-28.9%
-11.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -3.9% |
| 7D | +4.9% | -14.2% | +19.1% | +11.3% |
| 30D | +35.5% | -15.4% | +50.9% | +42.8% |
| 3M | +39.6% | +0.5% | +39.1% | +35.0% |
| 6M | +18.2% | -9.5% | +27.7% | +23.8% |
| YTD | -8.0% | -9.2% | +1.2% | -8.6% |
| 1Y | -40.8% | -29.4% | -11.4% | -31.0% |
| All | -40.8% | -28.9% | -11.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 1y: compounded portfolio wealth divided by compounded AXON 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…
1y analysis · Full analysis span regression · 6 months rolling