-32.2%
JHX vs AMC
-99.2%
+67.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.0% |
| 3M | -10.7% | +32.0% | -42.7% | -12.5% |
| 6M | +36.5% | +149.3% | -112.8% | +26.8% |
| YTD | +32.8% | +114.1% | -81.3% | +24.1% |
| 1Y | +62.5% | +35.8% | +26.7% | +55.7% |
| 3Y | -5.7% | -58.3% | +52.6% | -6.0% |
| 5Y | -32.2% | -99.2% | +67.0% | -18.7% |
| All | -32.2% | -99.2% | +67.0% | -18.7% |
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