-41.4%
OPEN vs AME
+64.2%
-105.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.1% | -4.0% |
| 7D | -15.0% | +5.9% | -20.9% | -18.7% |
| 30D | -40.2% | -1.9% | -38.3% | -40.0% |
| 3M | -67.4% | -5.4% | -62.0% | -66.4% |
| 6M | -74.0% | +4.9% | -78.9% | -75.8% |
| YTD | -79.6% | +18.5% | -98.0% | -83.3% |
| 1Y | -86.1% | +25.5% | -111.6% | -89.3% |
| 3Y | -41.4% | +63.0% | -104.4% | -63.7% |
| All | -41.4% | +64.2% | -105.6% | -63.7% |
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