-84.2%
OPEN vs AFL
+133.0%
-217.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -2.9% | -2.1% | -0.8% | -2.0% |
| 30D | -13.8% | -5.4% | -8.4% | -11.8% |
| 3M | -30.9% | -0.3% | -30.6% | -31.4% |
| 6M | -40.9% | +5.2% | -46.2% | -43.3% |
| YTD | -48.5% | +5.7% | -54.2% | -50.9% |
| 1Y | -50.9% | +10.2% | -61.1% | -54.1% |
| 3Y | -20.6% | +63.4% | -84.1% | -43.2% |
| 5Y | -84.2% | +133.0% | -217.2% | -91.1% |
| All | -84.2% | +133.0% | -217.2% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling