-30.9%
AMT vs HALO
+156.4%
-187.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | +1.5% | -2.1% | +3.5% | +1.7% |
| 30D | +3.7% | +4.6% | -0.9% | +3.1% |
| 3M | -7.2% | +50.2% | -57.4% | -12.1% |
| 6M | -4.2% | +57.6% | -61.8% | -9.8% |
| YTD | +1.9% | +59.6% | -57.7% | -4.5% |
| 1Y | -6.4% | +41.2% | -47.5% | -10.9% |
| 3Y | +7.7% | +178.9% | -171.1% | -11.5% |
| 5Y | -30.9% | +160.1% | -191.0% | -45.1% |
| All | -30.9% | +156.4% | -187.3% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling