-72.2%
OPEN vs AJG
+166.5%
-238.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -0.8% |
| 7D | -2.9% | -7.4% | +4.5% | +1.0% |
| 30D | -13.8% | -3.0% | -10.8% | -12.6% |
| 3M | -30.9% | +12.8% | -43.7% | -36.6% |
| 6M | -40.9% | +12.8% | -53.8% | -46.2% |
| YTD | -48.5% | -4.7% | -43.8% | -48.2% |
| 1Y | -50.9% | -17.2% | -33.7% | -45.8% |
| 3Y | -20.6% | +10.2% | -30.8% | -34.9% |
| 5Y | -84.2% | +76.9% | -161.1% | -90.8% |
| All | -72.2% | +166.5% | -238.7% | -85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling