+42.3%
JHX vs ACM
-48.8%
+91.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | -6.3% | -4.6% | -1.7% | -5.2% |
| 30D | -7.7% | +4.1% | -11.8% | -8.7% |
| 3M | +19.2% | -8.3% | +27.5% | +21.3% |
| 6M | +38.3% | -30.1% | +68.3% | +47.7% |
| YTD | +37.2% | -32.6% | +69.8% | +47.5% |
| 1Y | +42.3% | -49.6% | +91.9% | +52.7% |
| All | +42.3% | -48.8% | +91.1% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling