-74.1%
OPEN vs AWK
+22.6%
-96.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.3% | -6.5% |
| 7D | -10.5% | -0.7% | -9.8% | -10.2% |
| 30D | -21.8% | +2.8% | -24.6% | -23.0% |
| 3M | -37.5% | +11.3% | -48.8% | -41.7% |
| 6M | -44.1% | +6.7% | -50.8% | -47.2% |
| YTD | -52.0% | +9.4% | -61.4% | -55.8% |
| 1Y | -52.2% | +3.7% | -55.9% | -54.6% |
| 3Y | -25.9% | +9.2% | -35.2% | -35.2% |
| 5Y | -85.1% | -15.7% | -69.4% | -86.0% |
| All | -74.1% | +22.6% | -96.7% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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