-84.0%
OPEN vs ALM
+951.0%
-1,035.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.8% |
| 7D | -4.3% | -2.6% | -1.6% | -4.1% |
| 30D | -16.2% | +32.0% | -48.2% | -18.0% |
| 3M | -36.4% | -15.0% | -21.3% | -36.0% |
| 6M | -35.5% | -10.1% | -25.3% | -35.7% |
| YTD | -46.0% | +99.4% | -145.4% | -48.4% |
| 1Y | -47.1% | +316.4% | -363.5% | -51.4% |
| 3Y | -19.0% | +2,022.0% | -2,041.0% | -46.6% |
| All | -84.0% | +951.0% | -1,035.0% | -88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling