+3,523.6%
AMAT vs JHX
+2,401.5%
+1,122.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.6% |
| 7D | -1.5% | +1.5% | -3.0% | -2.0% |
| 30D | -14.8% | +7.2% | -22.0% | -16.7% |
| 3M | -9.3% | +29.9% | -39.2% | -16.2% |
| 6M | +27.4% | +35.4% | -8.0% | +15.9% |
| YTD | +77.6% | +46.5% | +31.1% | +57.7% |
| 1Y | +188.9% | +55.5% | +133.4% | +149.9% |
| 3Y | +202.3% | -0.4% | +202.7% | +178.4% |
| 5Y | +248.9% | -23.3% | +272.2% | +241.0% |
| 10Y | +1,585.2% | +111.1% | +1,474.1% | +1,127.0% |
| All | +3,523.6% | +2,401.5% | +1,122.0% | +1,868.6% |
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