-87.6%
OPEN vs ABCL
-81.3%
-6.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -16.2% | +93.1% | -109.3% | -43.9% |
| 3M | -36.4% | +79.4% | -115.8% | -57.0% |
| 6M | -35.5% | +214.9% | -250.3% | -69.1% |
| YTD | -46.0% | +234.2% | -280.2% | -75.7% |
| 1Y | -47.1% | +174.8% | -221.9% | -74.5% |
| 3Y | -19.0% | +104.5% | -123.5% | -55.9% |
| 5Y | -83.6% | -39.0% | -44.6% | -86.5% |
| All | -87.6% | -81.3% | -6.4% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling