-74.2%
OPEN vs AJG
+162.1%
-236.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.3% |
| 7D | -11.4% | -8.3% | -3.2% | -7.3% |
| 30D | -20.1% | -5.7% | -14.4% | -17.7% |
| 3M | -37.6% | +9.1% | -46.7% | -41.7% |
| 6M | -47.1% | +15.2% | -62.3% | -52.4% |
| YTD | -52.1% | -6.3% | -45.9% | -51.4% |
| 1Y | -73.5% | -19.1% | -54.4% | -70.5% |
| 3Y | -24.4% | +8.2% | -32.6% | -37.3% |
| 5Y | -85.1% | +75.6% | -160.8% | -91.3% |
| All | -74.2% | +162.1% | -236.3% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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