-86.9%
OPEN vs ALM
+926.3%
-1,013.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.1% | -7.4% | 0.0% |
| 7D | -21.7% | +0.7% | -22.4% | -21.7% |
| 30D | -36.5% | -26.1% | -10.4% | -34.9% |
| 3M | -59.5% | -38.1% | -21.4% | -58.0% |
| 6M | -71.9% | -55.4% | -16.4% | -70.3% |
| YTD | -75.8% | -0.4% | -75.4% | -75.9% |
| 1Y | -78.5% | +25.4% | -103.9% | -78.9% |
| 3Y | -30.2% | +907.8% | -937.9% | -49.2% |
| 5Y | -93.3% | +440.2% | -533.5% | -94.9% |
| All | -86.9% | +926.3% | -1,013.3% | -90.2% |
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 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