-71.6%
OPEN vs ALM
+2,136.3%
-2,207.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.4% | -3.2% |
| 7D | +1.0% | +8.4% | -7.4% | +0.3% |
| 30D | -11.9% | +34.8% | -46.7% | -14.1% |
| 3M | -28.8% | +16.2% | -45.0% | -30.1% |
| 6M | -38.6% | +2.1% | -40.7% | -39.5% |
| YTD | -47.3% | +117.0% | -164.4% | -50.6% |
| 1Y | -49.2% | +313.9% | -363.0% | -54.3% |
| 3Y | -18.8% | +2,327.9% | -2,346.7% | -45.9% |
| 5Y | -83.6% | +1,040.6% | -1,124.3% | -88.3% |
| All | -71.6% | +2,136.3% | -2,207.8% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling