+262.0%
AMAT vs JHX
-24.7%
+286.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | +0.3% |
| 7D | +6.9% | +1.6% | +5.3% | +6.2% |
| 30D | -10.1% | -5.0% | -5.1% | -8.6% |
| 3M | -6.0% | +24.5% | -30.4% | -13.6% |
| 6M | +38.6% | +34.9% | +3.7% | +23.0% |
| YTD | +83.1% | +39.3% | +43.8% | +60.5% |
| 1Y | +188.3% | +48.6% | +139.8% | +144.4% |
| 3Y | +225.3% | -2.0% | +227.4% | +182.0% |
| 5Y | +262.0% | -24.4% | +286.4% | +265.3% |
| All | +262.0% | -24.7% | +286.6% | +265.3% |
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