-10.5%
OPEN vs ABCL
+139.9%
-150.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.4% | -0.2% | -5.0% |
| 7D | -5.8% | -14.9% | +9.1% | +1.4% |
| 30D | -21.1% | -15.4% | -5.8% | -15.7% |
| 3M | -52.4% | +88.0% | -140.4% | -69.4% |
| 6M | -65.8% | +138.8% | -204.6% | -82.2% |
| YTD | -69.3% | +225.4% | -294.7% | -87.6% |
| 1Y | -75.2% | +137.3% | -212.6% | -87.6% |
| All | -10.5% | +139.9% | -150.4% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling