-87.0%
OPEN vs APD
+49.3%
-136.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.5% | -20.3% | -20.9% |
| 7D | -22.2% | -3.7% | -18.6% | -20.1% |
| 30D | -38.3% | +9.6% | -47.9% | -41.2% |
| 3M | -59.4% | +1.6% | -61.0% | -59.6% |
| 6M | -74.4% | +2.2% | -76.5% | -74.8% |
| YTD | -76.0% | +25.9% | -101.9% | -79.6% |
| 1Y | -78.7% | +20.1% | -98.8% | -81.5% |
| 3Y | -30.0% | +12.4% | -42.4% | -37.8% |
| 5Y | -93.7% | +11.1% | -104.9% | -95.0% |
| All | -87.0% | +49.3% | -136.4% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling