+212.5%
BMNR vs BAM
-12.0%
+224.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | +1.7% |
| 7D | +5.0% | -3.9% | +8.9% | +12.1% |
| 30D | +33.8% | -8.8% | +42.6% | +54.2% |
| 3M | +49.4% | +2.2% | +47.3% | +39.0% |
| 6M | +17.0% | +5.9% | +11.0% | +0.3% |
| YTD | -10.8% | -6.1% | -4.7% | -2.2% |
| 1Y | -45.7% | -11.6% | -34.1% | -29.6% |
| All | +212.5% | -12.0% | +224.5% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling