-87.0%
OPEN vs ACM
+79.5%
-166.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | 0.0% | -21.8% | -21.8% |
| 7D | -22.2% | +5.4% | -27.6% | -25.6% |
| 30D | -38.3% | +15.1% | -53.4% | -45.4% |
| 3M | -59.4% | -10.5% | -48.9% | -55.8% |
| 6M | -74.4% | -19.7% | -54.7% | -69.6% |
| YTD | -76.0% | -28.8% | -47.2% | -68.2% |
| 1Y | -78.7% | -47.9% | -30.8% | -61.2% |
| 3Y | -30.0% | -12.4% | -17.6% | -21.6% |
| 5Y | -93.7% | +0.6% | -94.3% | -93.3% |
| All | -87.0% | +79.5% | -166.5% | -86.8% |
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