-64.3%
AMC vs HALO
+176.9%
-241.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.1% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -1.2% | +5.0% | -6.2% | -2.0% |
| 3M | +42.2% | +53.1% | -10.9% | +29.7% |
| 6M | +118.8% | +60.8% | +58.0% | +97.0% |
| YTD | +64.1% | +60.9% | +3.2% | +47.7% |
| 1Y | -9.5% | +42.8% | -52.3% | -16.5% |
| 3Y | -64.3% | +181.3% | -245.6% | -73.2% |
| All | -64.3% | +176.9% | -241.3% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling