-39.2%
OPEN vs AFL
+66.2%
-105.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.1% | -9.4% |
| 7D | -31.0% | +0.2% | -31.2% | -31.0% |
| 30D | -41.5% | +8.6% | -50.1% | -42.1% |
| 3M | -64.6% | +5.3% | -69.9% | -64.9% |
| 6M | -73.8% | +10.0% | -83.8% | -74.4% |
| YTD | -78.8% | +16.5% | -95.3% | -79.7% |
| 1Y | -86.8% | +12.7% | -99.5% | -87.2% |
| All | -39.2% | +66.2% | -105.4% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling