-12.3%
AMRZ vs HALO
+92.7%
-105.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.3% |
| 7D | +10.3% | +0.2% | +10.1% | +10.3% |
| 30D | +18.7% | +20.3% | -1.7% | +21.2% |
| 3M | -14.6% | +56.6% | -71.2% | -9.7% |
| 6M | -12.9% | +101.9% | -114.7% | -8.8% |
| YTD | -17.4% | +93.7% | -111.0% | -17.2% |
| 1Y | -12.3% | +91.5% | -103.8% | -11.7% |
| All | -12.3% | +92.7% | -105.0% | -11.7% |
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 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