-98.7%
AMC vs HALO
+743.1%
-841.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | -2.8% | -22.0% | +19.1% | +2.7% |
| 30D | +14.0% | -8.5% | +22.5% | +15.9% |
| 3M | +42.5% | -0.9% | +43.4% | +42.2% |
| 6M | +142.6% | +53.1% | +89.4% | +114.8% |
| YTD | +119.2% | +51.1% | +68.1% | +94.7% |
| 1Y | +40.7% | +45.0% | -4.2% | +26.0% |
| 3Y | -57.3% | +173.0% | -230.3% | -68.8% |
| 5Y | -99.1% | +163.6% | -262.8% | -99.4% |
| 10Y | -98.7% | +708.3% | -807.0% | -99.3% |
| All | -98.7% | +743.1% | -841.8% | -99.3% |
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