+223.1%
BMNR vs AXON
-38.6%
+261.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.4% |
| 7D | +0.2% | -7.0% | +7.3% | +4.8% |
| 30D | +39.9% | -20.1% | +60.0% | +59.3% |
| 3M | +51.5% | +7.4% | +44.1% | +33.3% |
| 6M | +18.9% | -7.4% | +26.3% | +18.3% |
| YTD | -7.8% | -15.6% | +7.8% | -1.2% |
| 1Y | -47.6% | -36.2% | -11.4% | -16.8% |
| All | +223.1% | -38.6% | +261.7% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling