+351.9%
JHX vs AMBA
+837.3%
-485.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.3% | +2.7% |
| 7D | +1.5% | -11.0% | +12.5% | +3.4% |
| 30D | +7.2% | -23.2% | +30.3% | +11.7% |
| 3M | +29.9% | -12.7% | +42.6% | +30.1% |
| 6M | +35.4% | +11.2% | +24.2% | +28.9% |
| YTD | +46.5% | -11.2% | +57.7% | +44.2% |
| 1Y | +55.5% | -22.5% | +78.1% | +54.6% |
| 3Y | -0.4% | -1.3% | +0.9% | -8.9% |
| 5Y | -23.3% | -54.2% | +30.8% | -25.6% |
| 10Y | +111.1% | -6.1% | +117.3% | +72.1% |
| All | +351.9% | +837.3% | -485.3% | +185.1% |
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 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