-49.2%
OPEN vs ALM
+347.8%
-396.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.8% | -11.4% | -3.8% |
| 7D | +1.0% | +8.4% | -7.4% | -0.3% |
| 30D | -11.9% | +34.8% | -46.7% | -16.0% |
| 3M | -28.8% | +16.2% | -45.0% | -31.4% |
| 6M | -38.6% | +2.1% | -40.7% | -40.1% |
| YTD | -47.3% | +117.0% | -164.4% | -52.1% |
| 1Y | -49.2% | +313.9% | -363.0% | -27.2% |
| All | -49.2% | +347.8% | -396.9% | -27.2% |
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