+1.2%
JHX vs AMBA
+5.1%
-3.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.9% |
| 7D | +4.5% | -6.4% | +10.9% | +5.5% |
| 30D | -1.2% | -26.8% | +25.6% | +3.6% |
| 3M | +32.8% | -7.6% | +40.4% | +31.7% |
| 6M | +41.2% | +21.2% | +20.0% | +30.6% |
| YTD | +43.9% | -10.4% | +54.3% | +40.1% |
| 1Y | +48.0% | -24.4% | +72.5% | +46.3% |
| 3Y | +1.2% | +6.0% | -4.8% | -10.1% |
| All | +1.2% | +5.1% | -3.9% | -10.1% |
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