-47.1%
OPEN vs AA
+63.2%
-110.4%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.5% |
| 7D | -4.3% | -0.7% | -3.6% | -4.0% |
| 30D | -16.2% | +5.0% | -21.2% | -17.9% |
| 3M | -36.4% | -35.8% | -0.5% | -24.2% |
| 6M | -35.5% | -18.4% | -17.1% | -34.1% |
| YTD | -46.0% | -5.5% | -40.5% | -51.2% |
| 1Y | -47.1% | +61.0% | -108.1% | -76.1% |
| All | -47.1% | +63.2% | -110.4% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling