-94.7%
OPEN vs ALC
-9.1%
-85.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -7.1% |
| 7D | -15.0% | -1.1% | -13.9% | -14.1% |
| 30D | -40.2% | +16.0% | -56.2% | -48.4% |
| 3M | -67.4% | +0.8% | -68.2% | -67.4% |
| 6M | -74.0% | +16.8% | -90.9% | -78.4% |
| YTD | -79.6% | -5.5% | -74.1% | -79.1% |
| 1Y | -86.1% | -5.3% | -80.8% | -85.9% |
| 3Y | -41.4% | +4.1% | -45.5% | -51.9% |
| All | -94.7% | -9.1% | -85.6% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling