+223.1%
BMNR vs BIYA
-99.8%
+322.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.6% | +3.5% |
| 7D | +0.2% | -1.8% | +2.0% | +0.3% |
| 30D | +39.9% | -17.5% | +57.4% | +41.1% |
| 3M | +51.5% | -78.0% | +129.5% | +54.4% |
| 6M | +18.9% | -89.5% | +108.4% | +24.2% |
| YTD | -7.8% | -94.3% | +86.5% | +2.3% |
| 1Y | -47.6% | -98.6% | +51.0% | +5.1% |
| All | +223.1% | -99.8% | +322.9% | +18,173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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