+7,765.4%
AMD vs JHX
+111.8%
+7,653.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.6% | -9.1% |
| 7D | +18.9% | -0.2% | +19.1% | +19.0% |
| 30D | -6.4% | +13.1% | -19.5% | -11.1% |
| 3M | +10.6% | -10.0% | +20.6% | +14.2% |
| 6M | +19.9% | +38.9% | -19.1% | +4.0% |
| YTD | +149.4% | +34.0% | +115.4% | +118.6% |
| 1Y | +115.4% | +66.0% | +49.4% | +73.4% |
| 3Y | +357.3% | -6.2% | +363.5% | +308.4% |
| 5Y | +261.1% | -31.6% | +292.7% | +253.2% |
| All | +7,765.4% | +111.8% | +7,653.6% | +4,802.6% |
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 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