+21.3%
ADM vs JHX
+44.7%
-23.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.3% | -8.0% | +0.2% |
| 7D | -8.3% | +13.3% | -21.6% | -8.5% |
| 30D | -14.1% | +17.1% | -31.2% | -14.3% |
| 3M | -10.7% | +4.1% | -14.8% | -10.9% |
| 6M | -5.9% | +48.5% | -54.4% | -8.9% |
| YTD | +25.8% | +42.3% | -16.5% | +20.2% |
| 1Y | +21.3% | +47.4% | -26.1% | +14.4% |
| All | +21.3% | +44.7% | -23.4% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling