+223.1%
BMNR vs BAH
-23.5%
+246.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | +0.2% | +4.3% | -4.0% | -2.8% |
| 30D | +39.9% | -2.5% | +42.4% | +42.0% |
| 3M | +51.5% | -0.9% | +52.5% | +52.0% |
| 6M | +18.9% | +1.5% | +17.4% | +10.6% |
| YTD | -7.8% | -8.0% | +0.2% | -14.7% |
| 1Y | -47.6% | -24.7% | -22.9% | -12.6% |
| All | +223.1% | -23.5% | +246.6% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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