-70.8%
OPEN vs ACM
+78.1%
-148.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | -4.3% | -3.7% | -0.5% | -0.9% |
| 30D | -16.2% | -11.1% | -5.1% | -8.6% |
| 3M | -36.4% | -8.0% | -28.4% | -33.2% |
| 6M | -35.5% | -29.7% | -5.8% | -13.4% |
| YTD | -46.0% | -29.4% | -16.6% | -28.3% |
| 1Y | -47.1% | -46.4% | -0.7% | -6.4% |
| 3Y | -19.0% | -22.3% | +3.3% | +1.3% |
| 5Y | -83.6% | +4.5% | -88.0% | -82.7% |
| All | -70.8% | +78.1% | -148.9% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling