-26.1%
JHX vs AMBA
-69.1%
+43.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | +6.6% | -2.7% | +9.2% | +7.0% |
| 30D | +15.6% | -10.5% | +26.1% | +17.6% |
| 3M | -4.5% | -26.4% | +21.9% | +0.2% |
| 6M | +38.5% | -20.9% | +59.4% | +38.8% |
| YTD | +40.0% | -14.8% | +54.8% | +36.9% |
| 1Y | +67.0% | -36.1% | +103.0% | +71.7% |
| 3Y | -0.6% | +20.2% | -20.8% | -16.7% |
| 5Y | -26.1% | -67.2% | +41.2% | -29.5% |
| All | -26.1% | -69.1% | +43.1% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling