+1,547.5%
HALO vs AMBA
+772.6%
+775.0%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.1% | -21.8% | -17.0% |
| 7D | -20.8% | -7.2% | -13.6% | -19.8% |
| 30D | -6.5% | -10.4% | +3.9% | -4.8% |
| 3M | +20.8% | -30.1% | +51.0% | +29.0% |
| 6M | +56.2% | -22.4% | +78.6% | +56.8% |
| YTD | +54.0% | -17.3% | +71.3% | +50.2% |
| 1Y | +51.5% | -35.4% | +86.9% | +55.1% |
| 3Y | +193.9% | +18.6% | +175.3% | +139.8% |
| 5Y | +154.6% | -69.8% | +224.4% | +166.4% |
| 10Y | +1,124.9% | +1.1% | +1,123.8% | +688.9% |
| All | +1,547.5% | +772.6% | +775.0% | +571.4% |
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