-22.3%
HCA vs AMRZ
-27.5%
+5.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.3% | +5.3% |
| 7D | +4.9% | -4.7% | +9.6% | +5.7% |
| 30D | +1.9% | -11.3% | +13.2% | +3.9% |
| 3M | +12.7% | -22.1% | +34.8% | +16.9% |
| 6M | -22.3% | -29.6% | +7.2% | -18.9% |
| All | -22.3% | -27.5% | +5.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 6mo: compounded portfolio wealth divided by compounded AMRZ 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…
6mo analysis · Full analysis span regression · 6 months rolling