-29.4%
AMT vs JHX
-27.7%
-1.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | +1.1% | -6.3% | +7.5% | +2.0% |
| 30D | +4.4% | -7.7% | +12.1% | +5.5% |
| 3M | -5.2% | +19.2% | -24.3% | -7.7% |
| 6M | -0.8% | +38.3% | -39.1% | -6.1% |
| YTD | +3.3% | +37.2% | -33.9% | -2.3% |
| 1Y | -6.0% | +42.3% | -48.3% | -11.9% |
| 3Y | +9.6% | -4.4% | +14.0% | +3.1% |
| All | -29.4% | -27.7% | -1.7% | -33.7% |
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