+9.4%
OPEN vs AMDL
+95.0%
-85.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.2% | -8.6% | -1.0% |
| 7D | -4.3% | +4.5% | -8.8% | -5.1% |
| 30D | -16.2% | -4.4% | -11.8% | -16.0% |
| 3M | -36.4% | -30.5% | -5.9% | -35.0% |
| 6M | -35.5% | +300.9% | -336.3% | -56.1% |
| YTD | -46.0% | +219.9% | -265.9% | -63.0% |
| 1Y | -47.1% | +374.7% | -421.9% | -67.3% |
| All | +9.4% | +95.0% | -85.6% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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