-32.8%
OPEN vs AIG
+39.5%
-72.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +3.9% |
| 7D | -31.1% | +1.4% | -32.5% | -31.2% |
| 30D | -34.7% | +6.6% | -41.3% | -36.0% |
| 3M | -61.9% | +7.9% | -69.7% | -62.8% |
| 6M | -71.9% | +10.4% | -82.2% | -72.9% |
| YTD | -76.6% | -1.3% | -75.3% | -76.4% |
| 1Y | -83.9% | +11.5% | -95.4% | -85.0% |
| All | -32.8% | +39.5% | -72.3% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 3y: compounded portfolio wealth divided by compounded AIG 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…
3y analysis · Full analysis span regression · 6 months rolling