-24.4%
OPEN vs AJG
+8.2%
-32.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | -0.1% |
| 7D | -11.4% | -8.3% | -3.2% | -10.0% |
| 30D | -20.1% | -5.7% | -14.4% | -19.2% |
| 3M | -37.6% | +9.1% | -46.7% | -39.4% |
| 6M | -47.1% | +15.2% | -62.3% | -49.3% |
| YTD | -52.1% | -6.3% | -45.9% | -51.7% |
| 1Y | -73.5% | -19.1% | -54.4% | -72.4% |
| 3Y | -24.4% | +8.2% | -32.6% | -34.3% |
| All | -24.4% | +8.2% | -32.6% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling