-99.0%
AMC vs HALO
+977.5%
-1,076.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -7.1% | -3.4% | -3.7% | -6.3% |
| 30D | -1.7% | +4.3% | -5.9% | -2.6% |
| 3M | +13.5% | +51.8% | -38.3% | +1.6% |
| 6M | +112.6% | +57.8% | +54.8% | +88.2% |
| YTD | +51.3% | +59.0% | -7.7% | +33.5% |
| 1Y | -14.5% | +41.2% | -55.7% | -22.6% |
| 3Y | -67.1% | +177.8% | -245.0% | -76.0% |
| 5Y | -99.5% | +159.5% | -259.0% | -99.7% |
| All | -99.0% | +977.5% | -1,076.6% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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