+101.6%
JHX vs ACM
+134.0%
-32.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | -6.3% | -4.6% | -1.7% | -4.2% |
| 30D | -7.7% | +4.1% | -11.8% | -9.7% |
| 3M | +19.2% | -8.3% | +27.5% | +23.1% |
| 6M | +38.3% | -30.1% | +68.3% | +62.1% |
| YTD | +37.2% | -32.6% | +69.8% | +62.3% |
| 1Y | +42.3% | -49.6% | +91.9% | +92.4% |
| 3Y | -4.4% | -23.0% | +18.6% | +4.2% |
| 5Y | -26.4% | +2.0% | -28.3% | -30.5% |
| All | +101.6% | +134.0% | -32.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling