+1,616.4%
AMAT vs JHX
+106.3%
+1,510.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.1% |
| 7D | +0.4% | -6.3% | +6.7% | +3.1% |
| 30D | -16.6% | -7.7% | -8.9% | -14.0% |
| 3M | -17.3% | +19.2% | -36.5% | -23.5% |
| 6M | +30.3% | +38.3% | -7.9% | +12.8% |
| YTD | +78.3% | +37.2% | +41.1% | +54.5% |
| 1Y | +169.8% | +42.3% | +127.5% | +127.1% |
| 3Y | +218.5% | -4.4% | +222.9% | +180.0% |
| 5Y | +247.7% | -26.4% | +274.1% | +235.7% |
| All | +1,616.4% | +106.3% | +1,510.1% | +888.0% |
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