+2,243.5%
JHX vs AJG
+1,231.8%
+1,011.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -6.3% | -8.3% | +2.0% | -3.1% |
| 30D | -7.7% | -5.7% | -2.1% | -5.7% |
| 3M | +19.2% | +9.1% | +10.1% | +14.2% |
| 6M | +38.3% | +15.2% | +23.1% | +28.7% |
| YTD | +37.2% | -6.3% | +43.5% | +38.1% |
| 1Y | +42.3% | -19.1% | +61.4% | +51.7% |
| 3Y | -4.4% | +8.2% | -12.6% | -12.4% |
| 5Y | -26.4% | +75.6% | -102.0% | -45.4% |
| 10Y | +106.3% | +471.1% | -364.9% | +1.9% |
| All | +2,243.5% | +1,231.8% | +1,011.7% | +805.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling