-71.6%
OPEN vs AME
+176.4%
-248.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.6% |
| 7D | +1.0% | +2.8% | -1.8% | -1.9% |
| 30D | -11.9% | -6.3% | -5.6% | -6.0% |
| 3M | -28.8% | +5.4% | -34.2% | -33.4% |
| 6M | -38.6% | +7.4% | -46.0% | -44.6% |
| YTD | -47.3% | +16.2% | -63.5% | -56.5% |
| 1Y | -49.2% | +26.8% | -76.0% | -61.9% |
| 3Y | -18.8% | +57.5% | -76.3% | -53.9% |
| 5Y | -83.6% | +84.8% | -168.5% | -92.1% |
| All | -71.6% | +176.4% | -248.0% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling