-70.8%
OPEN vs AME
+176.4%
-247.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.9% |
| 7D | -4.3% | +0.6% | -4.9% | -4.8% |
| 30D | -16.2% | -6.7% | -9.5% | -10.1% |
| 3M | -36.4% | +4.1% | -40.4% | -39.6% |
| 6M | -35.5% | +1.6% | -37.0% | -38.1% |
| YTD | -46.0% | +16.1% | -62.1% | -55.4% |
| 1Y | -47.1% | +27.3% | -74.5% | -60.6% |
| 3Y | -19.0% | +50.9% | -69.9% | -51.6% |
| 5Y | -83.6% | +81.4% | -165.0% | -92.0% |
| All | -70.8% | +176.4% | -247.2% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling