+131.7%
AG vs JHX
+56.2%
+75.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -3.5% |
| 7D | +1.0% | +1.5% | -0.5% | 0.0% |
| 30D | +19.2% | +7.2% | +12.0% | +14.4% |
| 3M | +6.2% | +29.9% | -23.8% | -9.5% |
| 6M | -26.7% | +35.4% | -62.0% | -39.4% |
| YTD | +26.1% | +46.5% | -20.3% | +2.2% |
| 1Y | +131.7% | +55.5% | +76.1% | +80.2% |
| All | +131.7% | +56.2% | +75.4% | +80.2% |
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 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