+270.9%
APH vs JHX
-4.9%
+275.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +4.9% | -0.2% | +5.1% | +4.9% |
| 30D | -5.4% | +13.1% | -18.5% | -7.7% |
| 3M | -5.5% | -10.0% | +4.5% | -3.9% |
| 6M | +25.9% | +38.9% | -13.0% | +17.9% |
| YTD | +16.4% | +34.0% | -17.6% | +9.2% |
| 1Y | +16.5% | +66.0% | -49.5% | +5.8% |
| 3Y | +270.9% | -6.2% | +277.1% | +240.3% |
| All | +270.9% | -4.9% | +275.8% | +240.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling