+223.1%
BMNR vs NTAP
+96.1%
+127.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.5% | -5.1% | -2.8% |
| 7D | +0.2% | +7.4% | -7.1% | -5.0% |
| 30D | +39.9% | -1.4% | +41.3% | +40.1% |
| 3M | +51.5% | +24.6% | +27.0% | +24.6% |
| 6M | +18.9% | +105.9% | -87.0% | -55.1% |
| YTD | -7.8% | +88.5% | -96.3% | -59.6% |
| 1Y | -47.6% | +62.1% | -109.7% | -62.4% |
| All | +223.1% | +96.1% | +127.0% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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