+212.5%
BMNR vs AXON
-37.2%
+249.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -0.4% |
| 7D | +5.0% | -3.3% | +8.3% | +7.6% |
| 30D | +33.8% | -17.8% | +51.6% | +49.2% |
| 3M | +49.4% | +8.3% | +41.2% | +31.2% |
| 6M | +17.0% | -12.4% | +29.3% | +24.3% |
| YTD | -10.8% | -13.7% | +2.9% | -5.7% |
| 1Y | -45.7% | -33.1% | -12.6% | -18.7% |
| All | +212.5% | -37.2% | +249.7% | +286.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling