+126.9%
BMNR vs FAST
+38.5%
+88.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.3% |
| 7D | -6.3% | +4.2% | -10.4% | -8.4% |
| 30D | -21.0% | +6.7% | -27.7% | -23.9% |
| 3M | -3.9% | +8.0% | -11.9% | -8.3% |
| 6M | -17.0% | +27.4% | -44.4% | -29.9% |
| YTD | -35.2% | +40.5% | -75.7% | -54.3% |
| 1Y | -51.9% | +38.4% | -90.3% | -65.2% |
| All | +126.9% | +38.5% | +88.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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