+1,651.8%
HALO vs AMBA
+837.3%
+814.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.6% | -11.0% | +15.6% | +7.1% |
| 30D | +31.8% | -23.2% | +55.0% | +39.3% |
| 3M | +53.9% | -12.7% | +66.6% | +53.8% |
| 6M | +57.4% | +11.2% | +46.2% | +46.5% |
| YTD | +63.7% | -11.2% | +75.0% | +58.8% |
| 1Y | +50.1% | -22.5% | +72.7% | +47.9% |
| 3Y | +157.3% | -1.3% | +158.7% | +122.4% |
| 5Y | +161.0% | -54.2% | +215.2% | +145.6% |
| 10Y | +1,018.7% | -6.1% | +1,024.8% | +646.6% |
| All | +1,651.8% | +837.3% | +814.6% | +610.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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