-74.1%
OPEN vs AFL
+264.1%
-338.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.2% | -6.4% | -6.6% |
| 7D | -10.5% | -3.3% | -7.3% | -9.6% |
| 30D | -21.8% | -5.0% | -16.8% | -20.7% |
| 3M | -37.5% | -1.8% | -35.7% | -37.5% |
| 6M | -44.1% | +4.8% | -49.0% | -45.5% |
| YTD | -52.0% | +5.4% | -57.4% | -53.4% |
| 1Y | -52.2% | +9.0% | -61.2% | -54.1% |
| 3Y | -25.9% | +63.0% | -89.0% | -38.5% |
| 5Y | -85.1% | +134.5% | -219.6% | -88.6% |
| All | -74.1% | +264.1% | -338.2% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling