+212.5%
BMNR vs AXP
+10.0%
+202.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -0.2% |
| 7D | +5.0% | -2.5% | +7.5% | +9.2% |
| 30D | +33.8% | -5.0% | +38.8% | +44.2% |
| 3M | +49.4% | +1.4% | +48.1% | +43.9% |
| 6M | +17.0% | +6.0% | +11.0% | +4.0% |
| YTD | -10.8% | -12.3% | +1.5% | +10.4% |
| 1Y | -45.7% | +0.3% | -46.0% | -51.0% |
| All | +212.5% | +10.0% | +202.5% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling