-70.8%
OPEN vs AWK
+23.4%
-94.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -4.3% | +1.7% | -6.0% | -5.1% |
| 30D | -16.2% | +5.6% | -21.8% | -18.8% |
| 3M | -36.4% | +15.9% | -52.2% | -42.1% |
| 6M | -35.5% | +4.6% | -40.0% | -38.2% |
| YTD | -46.0% | +10.1% | -56.0% | -50.4% |
| 1Y | -47.1% | +2.1% | -49.2% | -49.1% |
| 3Y | -19.0% | +9.8% | -28.9% | -29.3% |
| 5Y | -83.6% | -15.4% | -68.2% | -84.7% |
| All | -70.8% | +23.4% | -94.2% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling