-86.9%
OPEN vs ACGL
+276.4%
-363.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -21.7% | -1.1% | -20.6% | -21.5% |
| 30D | -36.5% | +13.1% | -49.6% | -37.0% |
| 3M | -59.5% | +9.8% | -69.3% | -59.8% |
| 6M | -71.9% | +15.3% | -87.1% | -72.2% |
| YTD | -75.8% | +12.7% | -88.5% | -76.1% |
| 1Y | -78.5% | +20.7% | -99.2% | -78.9% |
| 3Y | -30.2% | +34.3% | -64.5% | -31.4% |
| 5Y | -93.3% | +170.6% | -263.9% | -94.2% |
| All | -86.9% | +276.4% | -363.3% | -88.1% |
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