+47.4%
JHX vs AFL
+18.6%
+28.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.5% |
| 7D | +13.3% | +2.9% | +10.4% | +13.9% |
| 30D | +17.1% | +11.5% | +5.6% | +20.2% |
| 3M | +4.1% | +0.6% | +3.5% | +3.5% |
| 6M | +48.5% | +11.7% | +36.8% | +50.5% |
| YTD | +42.3% | +15.4% | +26.9% | +46.1% |
| 1Y | +47.4% | +17.6% | +29.8% | +55.2% |
| All | +47.4% | +18.6% | +28.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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