-0.6%
JHX vs AMBA
+23.1%
-23.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.7% |
| 7D | +6.6% | -2.7% | +9.2% | +6.9% |
| 30D | +15.6% | -10.5% | +26.1% | +17.3% |
| 3M | -4.5% | -26.4% | +21.9% | -0.6% |
| 6M | +38.5% | -20.9% | +59.4% | +38.6% |
| YTD | +40.0% | -14.8% | +54.8% | +36.7% |
| 1Y | +67.0% | -36.1% | +103.0% | +70.5% |
| 3Y | -0.6% | +20.2% | -20.8% | -13.9% |
| All | -0.6% | +23.1% | -23.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling