-7.0%
JHX vs AMC
-58.0%
+50.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.9% |
| 7D | -3.8% | +8.4% | -12.3% | -4.3% |
| 30D | +11.7% | +9.2% | +2.6% | +11.1% |
| 3M | -10.7% | +32.0% | -42.7% | -12.3% |
| 6M | +36.5% | +149.3% | -112.8% | +27.8% |
| YTD | +32.8% | +114.1% | -81.3% | +24.9% |
| 1Y | +62.5% | +35.8% | +26.7% | +55.1% |
| All | -7.0% | -58.0% | +50.9% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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