-94.5%
OPEN vs ABCL
-79.5%
-14.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | -1.8% |
| 7D | -21.7% | +12.4% | -34.1% | -27.1% |
| 30D | -36.5% | -0.4% | -36.1% | -37.9% |
| 3M | -59.5% | +80.4% | -139.9% | -72.8% |
| 6M | -71.9% | +138.5% | -210.4% | -84.6% |
| YTD | -75.8% | +265.5% | -341.3% | -90.0% |
| 1Y | -78.5% | +219.7% | -298.2% | -90.4% |
| 3Y | -30.2% | +209.4% | -239.6% | -70.1% |
| 5Y | -93.3% | -15.0% | -78.3% | -95.2% |
| All | -94.5% | -79.5% | -14.9% | -95.4% |
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