+2,935.8%
AMAT vs JHX
+2,168.6%
+767.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -2.7% |
| 7D | +19.3% | -3.8% | +23.2% | +20.7% |
| 30D | -17.9% | +11.7% | -29.7% | -20.8% |
| 3M | -30.4% | -10.7% | -19.7% | -28.5% |
| 6M | -11.4% | +36.5% | -48.0% | -19.9% |
| YTD | +48.8% | +32.8% | +15.9% | +35.3% |
| 1Y | +66.0% | +62.5% | +3.5% | +42.4% |
| 3Y | +158.8% | -5.7% | +164.5% | +142.2% |
| 5Y | +153.2% | -32.2% | +185.4% | +155.1% |
| 10Y | +1,370.6% | +114.7% | +1,255.9% | +970.5% |
| All | +2,935.8% | +2,168.6% | +767.2% | +1,588.8% |
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