+223.1%
BMNR vs AZO
-23.0%
+246.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.8% |
| 7D | +0.2% | -3.6% | +3.8% | +8.3% |
| 30D | +39.9% | -5.6% | +45.5% | +56.2% |
| 3M | +51.5% | -6.6% | +58.2% | +58.1% |
| 6M | +18.9% | -22.5% | +41.4% | +98.4% |
| YTD | -7.8% | -15.2% | +7.4% | -31.8% |
| 1Y | -47.6% | -33.9% | -13.7% | +77.9% |
| All | +223.1% | -23.0% | +246.0% | -100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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