+424.3%
AG vs JHX
+582.9%
-158.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.9% |
| 7D | -5.8% | -4.9% | -0.9% | -4.1% |
| 30D | +6.4% | -9.3% | +15.7% | +10.3% |
| 3M | +28.4% | +28.1% | +0.3% | +16.9% |
| 6M | -24.5% | +35.2% | -59.7% | -32.8% |
| YTD | +21.2% | +35.9% | -14.7% | +8.2% |
| 1Y | +114.1% | +42.5% | +71.6% | +86.8% |
| 3Y | +268.0% | -4.5% | +272.5% | +238.9% |
| 5Y | +67.3% | -27.1% | +94.4% | +65.3% |
| 10Y | +66.1% | +104.2% | -38.1% | -2.0% |
| All | +424.3% | +582.9% | -158.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling