+1,090.2%
ATI vs HALO
+979.6%
+110.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.6% | -2.7% | -2.9% | -5.0% |
| 30D | -13.7% | +5.3% | -19.1% | -15.0% |
| 3M | -0.4% | +51.6% | -51.9% | -11.2% |
| 6M | +26.2% | +61.3% | -35.0% | +10.6% |
| YTD | +73.2% | +59.3% | +13.9% | +51.8% |
| 1Y | +161.6% | +38.3% | +123.3% | +137.3% |
| 3Y | +346.2% | +185.9% | +160.3% | +216.6% |
| 5Y | +1,047.6% | +159.9% | +887.7% | +707.5% |
| All | +1,090.2% | +979.6% | +110.7% | +444.9% |
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