-86.9%
OPEN vs APD
+52.4%
-139.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.5% |
| 7D | -21.7% | -1.6% | -20.1% | -20.5% |
| 30D | -36.5% | +10.6% | -47.1% | -39.8% |
| 3M | -59.5% | +2.5% | -62.1% | -60.0% |
| 6M | -71.9% | +6.0% | -77.8% | -73.0% |
| YTD | -75.8% | +28.4% | -104.3% | -79.7% |
| 1Y | -78.5% | +22.2% | -100.7% | -81.5% |
| 3Y | -30.2% | +26.6% | -56.8% | -41.9% |
| 5Y | -93.3% | +11.8% | -105.1% | -94.7% |
| All | -86.9% | +52.4% | -139.3% | -90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling