+85.5%
AME vs HALO
+157.2%
-71.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | 0.0% | -3.4% | +3.4% | +0.5% |
| 30D | -8.6% | +4.3% | -12.9% | -9.2% |
| 3M | +5.8% | +51.8% | -46.0% | -0.9% |
| 6M | +3.8% | +57.8% | -54.0% | -3.4% |
| YTD | +14.4% | +59.0% | -44.5% | +6.2% |
| 1Y | +25.8% | +41.2% | -15.4% | +18.6% |
| 3Y | +55.2% | +177.8% | -122.7% | +27.4% |
| 5Y | +85.5% | +159.5% | -73.9% | +48.1% |
| All | +85.5% | +157.2% | -71.7% | +48.1% |
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