-95.6%
OPEN vs AFRM
-28.4%
-67.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.1% |
| 7D | -15.0% | -4.4% | -10.6% | -12.7% |
| 30D | -40.2% | -7.7% | -32.5% | -36.8% |
| 3M | -67.4% | -16.9% | -50.5% | -63.9% |
| 6M | -74.0% | +2.5% | -76.5% | -74.2% |
| YTD | -79.6% | -12.5% | -67.1% | -78.4% |
| 1Y | -86.1% | -11.0% | -75.1% | -85.4% |
| 3Y | -41.4% | +184.6% | -226.0% | -73.0% |
| 5Y | -94.9% | -56.3% | -38.6% | -96.4% |
| All | -95.6% | -28.4% | -67.2% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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