+305.1%
AMKR vs HALO
+2,422.4%
-2,117.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.3% | +4.4% |
| 7D | +8.3% | -2.7% | +11.0% | +8.9% |
| 30D | -6.8% | +5.3% | -12.1% | -8.0% |
| 3M | -31.9% | +51.6% | -83.5% | -38.7% |
| 6M | +18.4% | +61.3% | -42.9% | +5.1% |
| YTD | +31.7% | +59.3% | -27.6% | +17.2% |
| 1Y | +105.2% | +38.3% | +67.0% | +87.9% |
| 3Y | +147.7% | +185.9% | -38.1% | +86.0% |
| 5Y | +99.4% | +159.9% | -60.6% | +50.7% |
| 10Y | +539.7% | +965.6% | -425.9% | +245.8% |
| All | +305.1% | +2,422.4% | -2,117.3% | +43.7% |
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