-84.0%
OPEN vs ACM
+5.0%
-89.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.3% | -3.7% | -0.5% | -0.3% |
| 30D | -16.2% | -11.1% | -5.1% | -7.3% |
| 3M | -36.4% | -8.0% | -28.4% | -32.9% |
| 6M | -35.5% | -29.7% | -5.8% | -8.4% |
| YTD | -46.0% | -29.4% | -16.6% | -24.7% |
| 1Y | -47.1% | -46.4% | -0.7% | +5.3% |
| 3Y | -19.0% | -22.3% | +3.3% | -0.3% |
| All | -84.0% | +5.0% | -89.0% | -85.1% |
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