+222.3%
BMNR vs AXP
+11.5%
+210.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -3.9% |
| 7D | +4.9% | -2.1% | +7.0% | +8.5% |
| 30D | +35.5% | -6.5% | +42.0% | +49.8% |
| 3M | +39.6% | +4.6% | +34.9% | +27.6% |
| 6M | +18.2% | +5.4% | +12.8% | +6.9% |
| YTD | -8.0% | -11.1% | +3.1% | +11.5% |
| 1Y | -40.8% | -0.3% | -40.5% | -43.7% |
| All | +222.3% | +11.5% | +210.8% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling