-17.1%
OPEN vs AME
+54.4%
-71.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.7% |
| 7D | -4.3% | +0.6% | -4.9% | -4.7% |
| 30D | -16.2% | -6.7% | -9.5% | -10.9% |
| 3M | -36.4% | +4.1% | -40.4% | -39.2% |
| 6M | -35.5% | +1.6% | -37.0% | -37.7% |
| YTD | -46.0% | +16.1% | -62.1% | -54.6% |
| 1Y | -47.1% | +27.3% | -74.5% | -59.5% |
| All | -17.1% | +54.4% | -71.5% | -54.4% |
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