-30.0%
OPEN vs AWK
+24.3%
-54.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.4% | -20.4% | -21.4% |
| 7D | -22.2% | +4.1% | -26.3% | -23.0% |
| 30D | -38.3% | +18.0% | -56.3% | -40.9% |
| 3M | -59.4% | +12.2% | -71.6% | -60.6% |
| 6M | -74.4% | +21.2% | -95.6% | -75.8% |
| YTD | -76.0% | +17.6% | -93.5% | -77.4% |
| 1Y | -78.7% | +19.2% | -97.9% | -80.2% |
| 3Y | -30.0% | +26.7% | -56.7% | -43.0% |
| All | -30.0% | +24.3% | -54.3% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling