-83.6%
OPEN vs ACGL
+22.9%
-106.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -6.9% |
| 7D | -24.7% | +1.3% | -26.0% | -24.4% |
| 30D | -41.0% | +14.2% | -55.2% | -37.2% |
| 3M | -62.4% | +11.1% | -73.4% | -60.5% |
| 6M | -73.9% | +16.4% | -90.2% | -71.3% |
| YTD | -77.5% | +13.8% | -91.3% | -75.7% |
| 1Y | -83.6% | +21.6% | -105.1% | -84.4% |
| All | -83.6% | +22.9% | -106.5% | -84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling