+55.5%
JHX vs AMDL
+384.9%
-329.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.2% | -6.6% | +1.9% |
| 7D | +1.5% | +4.5% | -3.0% | +1.2% |
| 30D | +7.2% | -4.4% | +11.6% | +7.3% |
| 3M | +29.9% | -30.5% | +60.4% | +30.4% |
| 6M | +35.4% | +300.9% | -265.5% | +21.4% |
| YTD | +46.5% | +219.9% | -173.5% | +31.9% |
| 1Y | +55.5% | +374.7% | -319.2% | +46.6% |
| All | +55.5% | +384.9% | -329.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling