-71.6%
OPEN vs AA
+383.6%
-455.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.1% | -4.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.2% |
| 30D | -11.9% | +3.3% | -15.2% | -13.3% |
| 3M | -28.8% | -29.4% | +0.6% | -18.7% |
| 6M | -38.6% | -12.8% | -25.8% | -37.6% |
| YTD | -47.3% | -2.1% | -45.2% | -49.5% |
| 1Y | -49.2% | +62.8% | -111.9% | -61.5% |
| 3Y | -18.8% | +90.5% | -109.3% | -43.9% |
| 5Y | -83.6% | +19.1% | -102.7% | -86.7% |
| All | -71.6% | +383.6% | -455.1% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling