+124.6%
AMC vs HALO
+58.1%
+66.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.3% |
| 7D | +2.3% | +4.6% | -2.3% | +2.7% |
| 30D | -0.7% | +31.8% | -32.6% | +2.8% |
| 3M | +35.2% | +53.9% | -18.7% | +41.6% |
| 6M | +124.6% | +57.4% | +67.2% | +137.4% |
| All | +124.6% | +58.1% | +66.4% | +137.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling