-89.0%
OPEN vs AFL
+305.9%
-394.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | -15.0% | +2.9% | -17.9% | -15.7% |
| 30D | -40.2% | +8.0% | -48.2% | -41.5% |
| 3M | -67.4% | +5.9% | -73.3% | -68.0% |
| 6M | -74.0% | +11.6% | -85.7% | -75.1% |
| YTD | -79.6% | +17.5% | -97.1% | -80.8% |
| 1Y | -86.1% | +13.3% | -99.4% | -86.8% |
| 3Y | -41.4% | +67.0% | -108.4% | -51.6% |
| 5Y | -94.9% | +150.6% | -245.5% | -96.2% |
| All | -89.0% | +305.9% | -394.9% | -91.2% |
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