-99.9%
AMIX vs HALO
+197.2%
-297.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.3% | -18.7% | -20.3% |
| 7D | -8.1% | -22.0% | +13.9% | -13.2% |
| 30D | -52.3% | -8.5% | -43.8% | -53.0% |
| 3M | -83.8% | -0.9% | -82.9% | -83.7% |
| 6M | -79.0% | +53.1% | -132.1% | -75.4% |
| YTD | -87.2% | +51.1% | -138.3% | -85.0% |
| 1Y | -91.7% | +45.0% | -136.7% | -90.4% |
| All | -99.9% | +197.2% | -297.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling