-87.4%
OPEN vs ALM
+854.4%
-941.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.2% |
| 7D | -31.1% | -7.2% | -23.9% | -30.6% |
| 30D | -34.7% | -26.4% | -8.3% | -33.0% |
| 3M | -61.9% | -38.6% | -23.3% | -60.4% |
| 6M | -71.9% | -61.0% | -10.9% | -69.9% |
| YTD | -76.6% | -7.4% | -69.2% | -76.5% |
| 1Y | -83.9% | +14.0% | -97.9% | -84.1% |
| 3Y | -34.4% | +844.4% | -878.8% | -52.0% |
| 5Y | -93.9% | +410.8% | -504.7% | -95.4% |
| All | -87.4% | +854.4% | -941.8% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling