-99.1%
AMC vs HALO
+165.1%
-264.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | -2.8% | -22.0% | +19.1% | +5.8% |
| 30D | +14.0% | -8.5% | +22.5% | +16.7% |
| 3M | +42.5% | -0.9% | +43.4% | +41.7% |
| 6M | +142.6% | +53.1% | +89.4% | +99.0% |
| YTD | +119.2% | +51.1% | +68.1% | +80.3% |
| 1Y | +40.7% | +45.0% | -4.2% | +17.3% |
| 3Y | -57.3% | +173.0% | -230.3% | -77.2% |
| 5Y | -99.1% | +163.6% | -262.8% | -99.6% |
| All | -99.1% | +165.1% | -264.3% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling