+223.1%
BMNR vs AXP
+11.0%
+212.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +1.5% |
| 7D | +0.2% | -0.5% | +0.7% | +1.0% |
| 30D | +39.9% | -5.6% | +45.5% | +52.5% |
| 3M | +51.5% | +2.2% | +49.3% | +43.9% |
| 6M | +18.9% | +6.7% | +12.2% | +4.7% |
| YTD | -7.8% | -11.5% | +3.7% | +12.6% |
| 1Y | -47.6% | -0.4% | -47.3% | -50.6% |
| All | +223.1% | +11.0% | +212.1% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling