-87.9%
OPEN vs ACM
+89.9%
-177.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.6% |
| 7D | -24.7% | +6.6% | -31.3% | -28.8% |
| 30D | -41.0% | +19.8% | -60.8% | -49.7% |
| 3M | -62.4% | -3.1% | -59.2% | -61.9% |
| 6M | -73.9% | -11.5% | -62.3% | -71.8% |
| YTD | -77.5% | -24.7% | -52.8% | -71.8% |
| 1Y | -83.6% | -45.1% | -38.5% | -71.6% |
| 3Y | -37.0% | -8.9% | -28.1% | -32.0% |
| 5Y | -93.3% | +5.4% | -98.7% | -93.2% |
| All | -87.9% | +89.9% | -177.8% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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