+220.7%
JHX vs AMC
-97.6%
+318.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -3.0% |
| 7D | -3.8% | +8.4% | -12.3% | -4.1% |
| 30D | +11.7% | +9.2% | +2.6% | +11.4% |
| 3M | -10.7% | +32.0% | -42.7% | -11.6% |
| 6M | +36.5% | +149.3% | -112.8% | +31.4% |
| YTD | +32.8% | +114.1% | -81.3% | +28.3% |
| 1Y | +62.5% | +35.8% | +26.7% | +59.1% |
| 3Y | -5.7% | -58.3% | +52.6% | -6.1% |
| 5Y | -32.2% | -99.2% | +67.0% | -27.4% |
| 10Y | +114.7% | -98.8% | +213.5% | +118.7% |
| All | +220.7% | -97.6% | +318.3% | +195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling