-86.9%
OPEN vs AME
+177.4%
-264.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -3.4% |
| 7D | -21.7% | -1.5% | -20.1% | -21.7% |
| 30D | -36.5% | -4.2% | -32.3% | -34.9% |
| 3M | -59.5% | -5.9% | -53.6% | -58.0% |
| 6M | -71.9% | +2.8% | -74.7% | -73.7% |
| YTD | -75.8% | +16.6% | -92.4% | -80.6% |
| 1Y | -78.5% | +22.1% | -100.6% | -83.6% |
| 3Y | -30.2% | +64.7% | -94.9% | -63.4% |
| 5Y | -93.3% | +76.6% | -169.9% | -96.8% |
| All | -86.9% | +177.4% | -264.4% | -94.9% |
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