+121.5%
JHX vs AMBA
+7.9%
+113.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.7% | -2.8% |
| 7D | -3.7% | +2.6% | -6.3% | -4.2% |
| 30D | +14.8% | -3.6% | +18.4% | +15.3% |
| 3M | -8.5% | -24.6% | +16.1% | -4.3% |
| 6M | +39.2% | -21.6% | +60.8% | +40.1% |
| YTD | +37.0% | -11.8% | +48.8% | +33.5% |
| 1Y | +66.6% | -33.2% | +99.8% | +70.2% |
| 3Y | -2.7% | +24.5% | -27.2% | -17.6% |
| 5Y | -26.3% | -67.7% | +41.4% | -24.9% |
| 10Y | +121.5% | +4.7% | +116.8% | +57.8% |
| All | +121.5% | +7.9% | +113.6% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling