-86.8%
OPEN vs ALM
+7.9%
-94.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -6.5% | -3.0% | -8.1% |
| 7D | -31.0% | -4.0% | -27.0% | -30.4% |
| 30D | -41.5% | -30.5% | -11.0% | -36.9% |
| 3M | -64.6% | -46.9% | -17.7% | -59.9% |
| 6M | -73.8% | -65.5% | -8.3% | -67.9% |
| YTD | -78.8% | -13.4% | -65.4% | -80.3% |
| 1Y | -86.8% | +9.8% | -96.6% | -89.0% |
| All | -86.8% | +7.9% | -94.7% | -89.0% |
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 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