-18.3%
AMRZ vs HALO
+95.3%
-113.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | 0.0% | -19.9% | +19.9% | -0.4% |
| 30D | +15.9% | -6.7% | +22.6% | +16.4% |
| 3M | -9.2% | +0.4% | -9.5% | -8.3% |
| 6M | -20.3% | +60.6% | -80.9% | -21.3% |
| YTD | -21.5% | +53.0% | -74.5% | -24.9% |
| 1Y | -12.9% | +51.4% | -64.3% | -16.8% |
| All | -18.3% | +95.3% | -113.6% | -32.7% |
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 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