-70.8%
OPEN vs ALC
+16.8%
-87.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +2.7% |
| 7D | -4.3% | -2.1% | -2.2% | -2.4% |
| 30D | -16.2% | -0.1% | -16.1% | -16.2% |
| 3M | -36.4% | +5.9% | -42.3% | -40.5% |
| 6M | -35.5% | -15.9% | -19.5% | -26.0% |
| YTD | -46.0% | -10.1% | -35.9% | -42.6% |
| 1Y | -47.1% | -10.2% | -36.9% | -43.3% |
| 3Y | -19.0% | -13.6% | -5.5% | -12.3% |
| 5Y | -83.6% | -15.1% | -68.4% | -82.4% |
| All | -70.8% | +16.8% | -87.7% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling