+57,343.6%
AMZN vs JHX
+2,220.4%
+55,123.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.4% |
| 7D | -2.7% | -4.9% | +2.2% | -1.6% |
| 30D | -7.5% | -9.3% | +1.8% | -5.4% |
| 3M | +5.8% | +28.1% | -22.2% | -0.7% |
| 6M | +17.5% | +35.2% | -17.7% | +8.3% |
| YTD | +9.1% | +35.9% | -26.7% | 0.0% |
| 1Y | +9.4% | +42.5% | -33.2% | -1.6% |
| 3Y | +82.2% | -4.5% | +86.7% | +69.9% |
| 5Y | +45.2% | -27.1% | +72.3% | +42.1% |
| 10Y | +562.7% | +104.2% | +458.5% | +387.4% |
| All | +57,343.6% | +2,220.4% | +55,123.1% | +30,186.9% |
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