-87.0%
OPEN vs AME
+166.3%
-253.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.5% | -24.3% | -24.3% |
| 7D | -22.2% | -5.2% | -17.1% | -19.2% |
| 30D | -38.3% | -8.0% | -30.3% | -34.1% |
| 3M | -59.4% | -8.9% | -50.5% | -56.4% |
| 6M | -74.4% | -5.0% | -69.4% | -73.9% |
| YTD | -76.0% | +11.9% | -87.9% | -79.9% |
| 1Y | -78.7% | +16.6% | -95.3% | -82.9% |
| 3Y | -30.0% | +62.5% | -92.5% | -63.0% |
| 5Y | -93.7% | +67.6% | -161.3% | -96.9% |
| All | -87.0% | +166.3% | -253.3% | -94.7% |
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 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