+2,243.5%
JHX vs AFL
+1,434.3%
+809.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -6.3% | -1.6% | -4.7% | -5.8% |
| 30D | -7.7% | -4.0% | -3.7% | -6.6% |
| 3M | +19.2% | -0.5% | +19.7% | +19.0% |
| 6M | +38.3% | +6.5% | +31.7% | +34.6% |
| YTD | +37.2% | +6.2% | +31.0% | +33.6% |
| 1Y | +42.3% | +8.3% | +34.0% | +37.2% |
| 3Y | -4.4% | +62.5% | -66.9% | -20.7% |
| 5Y | -26.4% | +136.2% | -162.5% | -46.3% |
| 10Y | +106.3% | +301.4% | -195.2% | +25.9% |
| All | +2,243.5% | +1,434.3% | +809.2% | +1,090.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling