+212.3%
BMNR vs BAM
-12.9%
+225.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +1.6% |
| 7D | -8.5% | -6.1% | -2.4% | +1.2% |
| 30D | +33.8% | -13.8% | +47.6% | +70.6% |
| 3M | +54.7% | +4.4% | +50.4% | +38.0% |
| 6M | +16.7% | +6.4% | +10.3% | -1.3% |
| YTD | -10.9% | -7.1% | -3.8% | -0.6% |
| 1Y | -46.9% | -11.8% | -35.1% | -31.9% |
| All | +212.3% | -12.9% | +225.2% | +230.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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