-87.9%
OPEN vs AME
+177.5%
-265.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.1% | -7.1% |
| 7D | -24.7% | -4.1% | -20.6% | -22.5% |
| 30D | -41.0% | -4.1% | -36.9% | -39.6% |
| 3M | -62.4% | -5.6% | -56.7% | -61.1% |
| 6M | -73.9% | +2.8% | -76.7% | -75.6% |
| YTD | -77.5% | +16.6% | -94.1% | -81.9% |
| 1Y | -83.6% | +21.1% | -104.7% | -87.4% |
| 3Y | -37.0% | +61.1% | -98.1% | -66.1% |
| 5Y | -93.3% | +76.6% | -169.9% | -96.8% |
| All | -87.9% | +177.5% | -265.4% | -95.3% |
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