-0.7%
AGG vs OPEN
-70.7%
+70.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | 0.0% |
| 7D | -0.2% | -4.3% | +4.1% | -0.1% |
| 30D | -0.4% | -16.2% | +15.8% | -0.2% |
| 3M | -0.7% | -36.4% | +35.7% | -0.3% |
| 6M | -1.5% | -35.5% | +33.9% | -1.2% |
| YTD | -0.3% | -46.0% | +45.7% | +0.2% |
| 1Y | +1.3% | -47.1% | +48.5% | +1.3% |
| 3Y | +13.2% | -19.0% | +32.3% | +11.4% |
| 5Y | -1.4% | -83.6% | +82.1% | -3.3% |
| All | -0.7% | -70.7% | +70.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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