+1,314.2%
AAOI vs JHX
-27.7%
+1,341.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.5% |
| 7D | -0.2% | -6.3% | +6.2% | +3.1% |
| 30D | -23.7% | -7.7% | -16.0% | -20.6% |
| 3M | -39.0% | +19.2% | -58.2% | -43.8% |
| 6M | -17.0% | +38.3% | -55.3% | -30.7% |
| YTD | +202.2% | +37.2% | +165.0% | +148.8% |
| 1Y | +292.4% | +42.3% | +250.1% | +214.9% |
| 3Y | +804.4% | -4.4% | +808.8% | +717.9% |
| All | +1,314.2% | -27.7% | +1,341.9% | +1,251.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling