-70.8%
OPEN vs AFL
+272.9%
-343.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -4.3% | +0.6% | -4.8% | -4.4% |
| 30D | -16.2% | -6.2% | -10.0% | -14.7% |
| 3M | -36.4% | +2.2% | -38.5% | -37.2% |
| 6M | -35.5% | +5.3% | -40.7% | -37.1% |
| YTD | -46.0% | +8.0% | -53.9% | -48.0% |
| 1Y | -47.1% | +10.2% | -57.4% | -49.4% |
| 3Y | -19.0% | +67.1% | -86.1% | -33.3% |
| 5Y | -83.6% | +135.6% | -219.2% | -87.6% |
| All | -70.8% | +272.9% | -343.7% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling