-30.0%
OPEN vs AME
+62.2%
-92.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.5% | -24.3% | -23.7% |
| 7D | -22.2% | -5.2% | -17.1% | -19.8% |
| 30D | -38.3% | -8.0% | -30.3% | -34.9% |
| 3M | -59.4% | -8.9% | -50.5% | -56.9% |
| 6M | -74.4% | -5.0% | -69.4% | -73.9% |
| YTD | -76.0% | +11.9% | -87.9% | -79.5% |
| 1Y | -78.7% | +16.6% | -95.3% | -82.5% |
| 3Y | -30.0% | +62.5% | -92.5% | -59.3% |
| All | -30.0% | +62.2% | -92.2% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling