+8,378.1%
AMD vs JHX
+104.2%
+8,273.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.4% |
| 7D | +10.4% | -4.9% | +15.3% | +12.5% |
| 30D | +6.2% | -9.3% | +15.5% | +10.1% |
| 3M | +11.3% | +28.1% | -16.8% | +0.3% |
| 6M | +147.8% | +35.2% | +112.6% | +117.9% |
| YTD | +135.2% | +35.9% | +99.3% | +106.2% |
| 1Y | +215.7% | +42.5% | +173.1% | +168.9% |
| 3Y | +374.7% | -4.5% | +379.2% | +319.6% |
| 5Y | +378.7% | -27.1% | +405.8% | +360.1% |
| All | +8,378.1% | +104.2% | +8,273.9% | +5,014.0% |
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