-89.0%
OPEN vs ACGL
+281.6%
-370.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.7% |
| 7D | -15.0% | +2.2% | -17.2% | -15.2% |
| 30D | -40.2% | +12.3% | -52.5% | -40.6% |
| 3M | -67.4% | +11.8% | -79.2% | -67.6% |
| 6M | -74.0% | +17.5% | -91.5% | -74.4% |
| YTD | -79.6% | +14.3% | -93.9% | -79.9% |
| 1Y | -86.1% | +18.2% | -104.3% | -86.3% |
| 3Y | -41.4% | +33.2% | -74.5% | -42.3% |
| 5Y | -94.9% | +174.3% | -269.2% | -95.5% |
| All | -89.0% | +281.6% | -370.5% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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