+315.5%
ARM vs JHX
+0.8%
+314.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.3% |
| 7D | +12.5% | +1.6% | +10.9% | +11.7% |
| 30D | -1.4% | -5.0% | +3.6% | +0.6% |
| 3M | -18.7% | +24.5% | -43.1% | -26.2% |
| 6M | +124.6% | +34.9% | +89.7% | +96.3% |
| YTD | +141.7% | +39.3% | +102.4% | +108.1% |
| 1Y | +87.7% | +48.6% | +39.1% | +56.5% |
| All | +315.5% | +0.8% | +314.7% | +304.1% |
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 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