+74.1%
AA vs JHX
-4.5%
+78.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -3.4% | -6.3% | +2.9% | -1.5% |
| 30D | -5.8% | -7.7% | +2.0% | -3.6% |
| 3M | -29.9% | +19.2% | -49.1% | -33.8% |
| 6M | -27.0% | +38.3% | -65.3% | -34.7% |
| YTD | -8.7% | +37.2% | -45.9% | -18.2% |
| 1Y | +50.6% | +42.3% | +8.4% | +32.7% |
| 3Y | +74.1% | -4.4% | +78.5% | +68.2% |
| All | +74.1% | -4.5% | +78.5% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 3y: compounded portfolio wealth divided by compounded JHX 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…
3y analysis · Full analysis span regression · 6 months rolling