+460.5%
JHX vs AMCR
+93.5%
+367.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 7D | -6.3% | -6.3% | 0.0% | -3.5% |
| 30D | -7.7% | -7.8% | +0.1% | -4.3% |
| 3M | +19.2% | +7.5% | +11.6% | +15.4% |
| 6M | +38.3% | +2.7% | +35.6% | +37.2% |
| YTD | +37.2% | +6.0% | +31.2% | +33.9% |
| 1Y | +42.3% | +7.8% | +34.5% | +37.6% |
| 3Y | -4.4% | +5.8% | -10.2% | -7.9% |
| 5Y | -26.4% | -11.6% | -14.8% | -23.8% |
| 10Y | +106.3% | +14.6% | +91.6% | +84.5% |
| All | +460.5% | +93.5% | +367.0% | +403.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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