+2,084.1%
AMT vs HALO
+2,448.5%
-364.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | +1.8% | +5.0% | -3.2% | +1.3% |
| 3M | -6.2% | +53.1% | -59.3% | -10.5% |
| 6M | -5.0% | +60.8% | -65.8% | -9.9% |
| YTD | +2.1% | +60.9% | -58.9% | -3.4% |
| 1Y | -5.7% | +42.8% | -48.5% | -9.7% |
| 3Y | +7.9% | +181.3% | -173.3% | -5.5% |
| 5Y | -32.3% | +157.6% | -189.9% | -40.9% |
| 10Y | +95.0% | +910.4% | -815.3% | +42.3% |
| All | +2,084.1% | +2,448.5% | -364.4% | +1,046.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling