+212.0%
APA vs JHX
+2,279.7%
-2,067.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.2% | +6.1% | +4.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.4% |
| 30D | +9.3% | -5.0% | +14.3% | +10.8% |
| 3M | +23.3% | +24.5% | -1.1% | +12.7% |
| 6M | +39.5% | +34.9% | +4.6% | +20.6% |
| YTD | +87.6% | +39.3% | +48.3% | +59.6% |
| 1Y | +114.2% | +48.6% | +65.7% | +76.4% |
| 3Y | +13.6% | -2.0% | +15.6% | -1.2% |
| 5Y | +175.6% | -24.4% | +200.0% | +157.1% |
| 10Y | -2.6% | +109.4% | -112.1% | -35.9% |
| All | +212.0% | +2,279.7% | -2,067.7% | -5.3% |
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