+117.8%
AMDL vs HALO
+164.6%
-46.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +11.9% |
| 7D | +19.9% | +0.5% | +19.4% | +19.8% |
| 30D | +6.3% | +5.0% | +1.2% | +5.4% |
| 3M | -9.9% | +53.1% | -63.0% | -16.8% |
| 6M | +394.3% | +60.8% | +333.5% | +350.5% |
| YTD | +257.3% | +60.9% | +196.4% | +225.7% |
| 1Y | +508.5% | +42.8% | +465.7% | +467.3% |
| All | +117.8% | +164.6% | -46.8% | +81.9% |
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