+528.2%
AMKR vs HALO
+979.6%
-451.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.4% |
| 7D | +8.3% | -2.7% | +11.0% | +9.2% |
| 30D | -6.8% | +5.3% | -12.1% | -8.4% |
| 3M | -31.9% | +51.6% | -83.5% | -41.2% |
| 6M | +18.4% | +61.3% | -42.9% | 0.0% |
| YTD | +31.7% | +59.3% | -27.6% | +11.6% |
| 1Y | +105.2% | +38.3% | +67.0% | +81.1% |
| 3Y | +147.7% | +185.9% | -38.1% | +61.2% |
| 5Y | +99.4% | +159.9% | -60.6% | +30.0% |
| All | +528.2% | +979.6% | -451.4% | +194.1% |
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 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