-79.7%
AMIX vs HALO
+47.3%
-126.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -13.7% | +4.6% | -18.3% | -14.2% |
| 30D | -62.1% | +31.8% | -93.9% | -63.4% |
| 3M | -46.2% | +53.9% | -100.1% | -49.2% |
| 6M | -46.4% | +57.4% | -103.8% | -49.8% |
| YTD | -60.3% | +63.7% | -124.0% | -63.9% |
| 1Y | -79.7% | +50.1% | -129.8% | -79.1% |
| All | -79.7% | +47.3% | -126.9% | -79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling