-93.6%
OPEN vs ALM
+396.4%
-490.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.1% | -23.9% | -22.0% |
| 7D | -22.2% | -6.7% | -15.6% | -21.8% |
| 30D | -38.3% | -32.9% | -5.4% | -36.3% |
| 3M | -59.4% | -39.5% | -19.9% | -57.7% |
| 6M | -74.4% | -62.0% | -12.4% | -72.6% |
| YTD | -76.0% | -7.8% | -68.2% | -75.7% |
| 1Y | -78.7% | +26.7% | -105.3% | -78.8% |
| 3Y | -30.0% | +825.4% | -855.4% | -50.4% |
| All | -93.6% | +396.4% | -490.0% | -95.2% |
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 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