-94.8%
OPEN vs ABCL
-79.6%
-15.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -6.9% |
| 7D | -24.7% | +2.3% | -27.0% | -26.2% |
| 30D | -41.0% | -0.7% | -40.3% | -42.2% |
| 3M | -62.4% | +33.4% | -95.8% | -69.2% |
| 6M | -73.9% | +137.8% | -211.6% | -85.7% |
| YTD | -77.5% | +264.3% | -341.9% | -90.7% |
| 1Y | -83.6% | +209.2% | -292.7% | -92.5% |
| 3Y | -37.0% | +208.4% | -245.4% | -73.0% |
| 5Y | -93.3% | -11.9% | -81.4% | -95.2% |
| All | -94.8% | -79.6% | -15.3% | -95.7% |
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