+295.8%
AMD vs JHX
-31.6%
+327.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +8.9% | +7.0% |
| 7D | +44.7% | -3.8% | +48.6% | +46.7% |
| 30D | -3.3% | +11.7% | -15.1% | -7.7% |
| 3M | +21.2% | -10.7% | +31.9% | +25.6% |
| 6M | +30.6% | +36.5% | -5.9% | +13.9% |
| YTD | +173.3% | +32.8% | +140.5% | +140.1% |
| 1Y | +126.1% | +62.5% | +63.6% | +83.7% |
| 3Y | +393.5% | -5.7% | +399.3% | +321.2% |
| 5Y | +295.8% | -32.2% | +327.9% | +311.1% |
| All | +295.8% | -31.6% | +327.4% | +311.1% |
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