-16.8%
OPEN vs APD
+9.1%
-25.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | -4.3% | -2.2% | -2.0% | -3.2% |
| 30D | -16.2% | +2.1% | -18.3% | -17.1% |
| 3M | -36.4% | +7.2% | -43.5% | -38.9% |
| 6M | -35.5% | +11.2% | -46.7% | -39.7% |
| YTD | -46.0% | +24.4% | -70.4% | -53.1% |
| 1Y | -47.1% | +6.7% | -53.8% | -48.7% |
| All | -16.8% | +9.1% | -25.9% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling