+54.9%
JHX vs AJG
+16.2%
+38.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +6.4% | +7.4% | -1.0% | +5.6% |
| 30D | +12.3% | +25.3% | -13.1% | +10.6% |
| 3M | +1.1% | +15.1% | -14.0% | -0.3% |
| 6M | +42.2% | +40.8% | +1.4% | +40.6% |
| YTD | +38.1% | +12.3% | +25.8% | +43.9% |
| 1Y | +54.9% | +17.5% | +37.4% | +59.0% |
| All | +54.9% | +16.2% | +38.7% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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