-71.6%
OPEN vs APD
+45.8%
-117.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -1.9% |
| 7D | +1.0% | -2.5% | +3.5% | +2.5% |
| 30D | -11.9% | -1.9% | -10.0% | -11.0% |
| 3M | -28.8% | +8.2% | -37.0% | -32.7% |
| 6M | -38.6% | +10.7% | -49.3% | -43.3% |
| YTD | -47.3% | +22.9% | -70.3% | -54.9% |
| 1Y | -49.2% | +5.8% | -55.0% | -51.8% |
| 3Y | -18.8% | +7.8% | -26.6% | -25.7% |
| 5Y | -83.6% | +26.1% | -109.7% | -87.3% |
| All | -71.6% | +45.8% | -117.4% | -78.6% |
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 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