-83.6%
OPEN vs ADVB
-73.6%
-9.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.9% | -10.0% | -7.0% |
| 7D | -24.7% | -4.1% | -20.6% | -24.7% |
| 30D | -41.0% | -60.3% | +19.3% | -42.6% |
| 3M | -62.4% | -73.3% | +11.0% | -63.9% |
| 6M | -73.9% | -65.9% | -7.9% | -74.4% |
| YTD | -77.5% | -63.9% | -13.7% | -76.5% |
| 1Y | -83.6% | -74.1% | -9.4% | -80.3% |
| All | -83.6% | -73.6% | -9.9% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling