+416.0%
AAOI vs JHX
+106.3%
+309.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -0.2% | -6.3% | +6.2% | +2.7% |
| 30D | -23.7% | -7.7% | -16.0% | -20.9% |
| 3M | -39.0% | +19.2% | -58.2% | -43.3% |
| 6M | -17.0% | +38.3% | -55.3% | -29.2% |
| YTD | +202.2% | +37.2% | +165.0% | +155.1% |
| 1Y | +292.4% | +42.3% | +250.1% | +224.4% |
| 3Y | +804.4% | -4.4% | +808.8% | +744.9% |
| 5Y | +1,318.0% | -26.4% | +1,344.4% | +1,320.0% |
| All | +416.0% | +106.3% | +309.7% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling