+3,605.8%
AMD vs HALO
+2,292.5%
+1,313.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.6% |
| 7D | +13.1% | -22.0% | +35.1% | +18.5% |
| 30D | -7.0% | -8.5% | +1.5% | -5.8% |
| 3M | +16.6% | -0.9% | +17.5% | +15.8% |
| 6M | +20.5% | +53.1% | -32.6% | +8.5% |
| YTD | +158.2% | +51.1% | +107.1% | +132.2% |
| 1Y | +132.8% | +45.0% | +87.8% | +111.1% |
| 3Y | +366.2% | +173.0% | +193.3% | +255.8% |
| 5Y | +278.7% | +163.6% | +115.0% | +185.4% |
| 10Y | +8,164.6% | +708.3% | +7,456.3% | +4,712.5% |
| All | +3,605.8% | +2,292.5% | +1,313.3% | +1,249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling