-95.3%
OPEN vs ABCL
-81.2%
-14.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | -15.0% | -3.3% | -11.7% | -13.7% |
| 30D | -40.2% | -7.1% | -33.1% | -39.5% |
| 3M | -67.4% | +4.7% | -72.1% | -69.8% |
| 6M | -74.0% | +140.9% | -214.9% | -85.9% |
| YTD | -79.6% | +236.0% | -315.6% | -91.3% |
| 1Y | -86.1% | +217.4% | -303.5% | -93.8% |
| 3Y | -41.4% | +188.7% | -230.1% | -74.1% |
| 5Y | -94.9% | -23.5% | -71.4% | -96.1% |
| All | -95.3% | -81.2% | -14.2% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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