-87.0%
OPEN vs AA
+270.5%
-357.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.9% | -24.7% | -23.0% |
| 7D | -22.2% | +0.9% | -23.1% | -22.6% |
| 30D | -38.3% | -6.7% | -31.6% | -36.7% |
| 3M | -59.4% | -16.3% | -43.0% | -56.4% |
| 6M | -74.4% | -37.1% | -37.2% | -69.5% |
| YTD | -76.0% | -25.0% | -51.0% | -74.3% |
| 1Y | -78.7% | +8.6% | -87.2% | -80.6% |
| 3Y | -30.0% | +57.2% | -87.2% | -47.5% |
| 5Y | -93.7% | -13.0% | -80.7% | -94.3% |
| All | -87.0% | +270.5% | -357.5% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling