+2,307.6%
AMT vs HALO
+2,259.3%
+48.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.5% | -3.2% | +4.8% | +1.9% |
| 30D | +6.8% | -14.2% | +21.0% | +8.4% |
| 3M | +11.2% | -0.4% | +11.6% | +11.0% |
| 6M | +12.5% | +43.2% | -30.7% | +7.8% |
| YTD | +12.5% | +49.0% | -36.5% | +7.2% |
| 1Y | +10.1% | +40.8% | -30.7% | +5.5% |
| 3Y | +16.0% | +167.4% | -151.4% | +2.1% |
| 5Y | -17.2% | +157.4% | -174.5% | -27.7% |
| 10Y | +135.2% | +697.1% | -561.8% | +76.5% |
| All | +2,307.6% | +2,259.3% | +48.3% | +1,172.0% |
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