+3,828.3%
AME vs HALO
+2,448.5%
+1,379.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.8% | +0.5% | +2.2% | +2.7% |
| 30D | -6.3% | +5.0% | -11.3% | -6.9% |
| 3M | +5.4% | +53.1% | -47.7% | -0.8% |
| 6M | +7.4% | +60.8% | -53.3% | +0.4% |
| YTD | +16.2% | +60.9% | -44.8% | +8.3% |
| 1Y | +26.8% | +42.8% | -16.0% | +20.0% |
| 3Y | +57.5% | +181.3% | -123.7% | +32.9% |
| 5Y | +84.8% | +157.6% | -72.7% | +55.5% |
| 10Y | +424.3% | +910.4% | -486.1% | +254.1% |
| All | +3,828.3% | +2,448.5% | +1,379.9% | +1,886.0% |
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