-24.4%
JHX vs AMC
-99.5%
+75.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.9% |
| 7D | +1.6% | -6.8% | +8.4% | +2.0% |
| 30D | -5.0% | +1.7% | -6.6% | -5.2% |
| 3M | +24.5% | +26.8% | -2.4% | +21.3% |
| 6M | +34.9% | +117.7% | -82.8% | +26.3% |
| YTD | +39.3% | +57.7% | -18.4% | +32.8% |
| 1Y | +48.6% | -12.5% | +61.0% | +46.4% |
| 3Y | -2.0% | -65.7% | +63.7% | -1.2% |
| 5Y | -24.4% | -99.5% | +75.1% | -1.3% |
| All | -24.4% | -99.5% | +75.1% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling