+5,276.9%
HALO vs AMP
+2,095.9%
+3,181.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.4% | -2.0% | -1.4% | -2.4% |
| 30D | +4.3% | -1.7% | +5.9% | +5.0% |
| 3M | +51.8% | +23.2% | +28.6% | +36.6% |
| 6M | +57.8% | +22.2% | +35.6% | +42.4% |
| YTD | +59.0% | +14.0% | +45.0% | +47.3% |
| 1Y | +41.2% | +14.0% | +27.2% | +30.2% |
| 3Y | +177.8% | +67.0% | +110.9% | +107.8% |
| 5Y | +159.5% | +123.2% | +36.2% | +62.5% |
| 10Y | +963.6% | +578.5% | +385.1% | +232.9% |
| All | +5,276.9% | +2,095.9% | +3,181.0% | +956.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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