-94.7%
OPEN vs ACM
+1.1%
-95.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.2% |
| 7D | -15.0% | +5.6% | -20.6% | -20.2% |
| 30D | -40.2% | +20.8% | -61.0% | -51.2% |
| 3M | -67.4% | +11.4% | -78.8% | -71.3% |
| 6M | -74.0% | +0.9% | -75.0% | -75.5% |
| YTD | -79.6% | -24.8% | -54.8% | -73.1% |
| 1Y | -86.1% | -46.4% | -39.7% | -71.1% |
| 3Y | -41.4% | -9.2% | -32.1% | -42.0% |
| All | -94.7% | +1.1% | -95.8% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling