-71.4%
OPEN vs APD
+36.4%
-107.7%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.9% | +11.9% | +14.0% |
| 7D | +3.7% | +3.8% | -0.1% | +4.2% |
| 30D | -14.3% | +14.1% | -28.4% | -12.3% |
| 3M | -51.9% | +8.2% | -60.1% | -51.3% |
| 6M | -61.4% | +7.5% | -68.9% | -60.8% |
| YTD | -66.0% | +31.7% | -97.7% | -63.4% |
| 1Y | -71.4% | +35.1% | -106.5% | -67.6% |
| All | -71.4% | +36.4% | -107.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling