-88.6%
OPEN vs ALM
+792.4%
-881.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.5% | -3.0% | -9.0% |
| 7D | -31.0% | -4.0% | -27.0% | -30.8% |
| 30D | -41.5% | -30.5% | -11.0% | -39.7% |
| 3M | -64.6% | -46.9% | -17.7% | -62.8% |
| 6M | -73.8% | -65.5% | -8.3% | -71.7% |
| YTD | -78.8% | -13.4% | -65.4% | -78.6% |
| 1Y | -86.8% | +9.8% | -96.6% | -86.9% |
| 3Y | -40.6% | +783.1% | -823.7% | -56.3% |
| 5Y | -94.7% | +378.3% | -473.0% | -95.9% |
| All | -88.6% | +792.4% | -881.0% | -91.3% |
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 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