-44.9%
BMNR vs AXP
-6.4%
-38.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.2% | +3.7% | +3.6% |
| 7D | -1.5% | +4.6% | -6.1% | -6.0% |
| 30D | -18.9% | +9.7% | -28.6% | -26.6% |
| 3M | +20.1% | -3.8% | +23.8% | +24.7% |
| 6M | -4.7% | +4.8% | -9.5% | -10.2% |
| YTD | -20.0% | -9.1% | -10.9% | -13.2% |
| 1Y | -44.9% | -6.7% | -38.2% | -43.7% |
| All | -44.9% | -6.4% | -38.5% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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