-99.5%
AMC vs HALO
+149.7%
-249.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.8% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -1.2% | +5.0% | -6.2% | -3.0% |
| 3M | +42.2% | +53.1% | -10.9% | +18.5% |
| 6M | +118.8% | +60.8% | +58.0% | +77.9% |
| YTD | +64.1% | +60.9% | +3.2% | +32.9% |
| 1Y | -9.5% | +42.8% | -52.3% | -23.4% |
| 3Y | -64.3% | +181.3% | -245.6% | -81.1% |
| 5Y | -99.5% | +157.6% | -257.0% | -99.7% |
| All | -99.5% | +149.7% | -249.1% | -99.7% |
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