+309.8%
JHX vs AMBA
+810.0%
-500.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.7% |
| 7D | -3.8% | +10.7% | -14.5% | -5.4% |
| 30D | +11.7% | -5.0% | +16.8% | +12.4% |
| 3M | -10.7% | -26.9% | +16.2% | -6.7% |
| 6M | +36.5% | -21.9% | +58.4% | +37.4% |
| YTD | +32.8% | -13.8% | +46.6% | +30.6% |
| 1Y | +62.5% | -36.1% | +98.6% | +66.9% |
| 3Y | -5.7% | +21.6% | -27.3% | -17.0% |
| 5Y | -32.2% | -68.8% | +36.6% | -30.7% |
| 10Y | +114.7% | +2.3% | +112.4% | +73.1% |
| All | +309.8% | +810.0% | -500.2% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling