-94.8%
OPEN vs AFRM
-25.1%
-69.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -2.2% | -19.6% | -20.6% |
| 7D | -22.2% | -7.3% | -14.9% | -18.5% |
| 30D | -38.3% | -9.6% | -28.8% | -34.4% |
| 3M | -59.4% | -11.1% | -48.3% | -56.7% |
| 6M | -74.4% | +3.9% | -78.2% | -74.8% |
| YTD | -76.0% | -8.5% | -67.5% | -75.3% |
| 1Y | -78.7% | +3.3% | -81.9% | -79.3% |
| 3Y | -30.0% | +213.7% | -243.7% | -70.1% |
| 5Y | -93.7% | -58.5% | -35.2% | -95.6% |
| All | -94.8% | -25.1% | -69.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling