+253.6%
JHX vs AMC
-98.1%
+351.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.8% | +2.4% |
| 7D | +1.5% | +2.3% | -0.8% | +1.5% |
| 30D | +7.2% | -0.7% | +7.9% | +7.1% |
| 3M | +29.9% | +35.2% | -5.3% | +28.0% |
| 6M | +35.4% | +124.6% | -89.2% | +30.8% |
| YTD | +46.5% | +69.9% | -23.4% | +42.7% |
| 1Y | +55.5% | -2.6% | +58.1% | +54.0% |
| 3Y | -0.4% | -79.8% | +79.3% | +1.1% |
| 5Y | -23.3% | -99.4% | +76.1% | -17.1% |
| 10Y | +111.1% | -98.9% | +210.0% | +110.6% |
| All | +253.6% | -98.1% | +351.7% | +228.9% |
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