-71.4%
OPEN vs ALM
+44.8%
-116.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.2% | +12.6% | +13.6% |
| 7D | +3.7% | -6.4% | +10.1% | +5.0% |
| 30D | -14.3% | -35.0% | +20.7% | -7.0% |
| 3M | -51.9% | -33.8% | -18.1% | -48.3% |
| 6M | -61.4% | -55.0% | -6.4% | -55.8% |
| YTD | -66.0% | -0.2% | -65.8% | -67.6% |
| 1Y | -71.4% | +41.8% | -113.2% | -76.3% |
| All | -71.4% | +44.8% | -116.2% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling