+47.4%
JHX vs AMDL
+108.7%
-61.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +8.2% |
| 7D | +13.3% | -30.7% | +44.0% | +16.0% |
| 30D | +17.1% | -43.8% | +60.9% | +21.6% |
| 3M | +4.1% | -24.5% | +28.6% | +4.6% |
| 6M | +48.5% | +44.7% | +3.8% | +35.2% |
| YTD | +42.3% | +204.0% | -161.7% | +20.3% |
| 1Y | +47.4% | +109.1% | -61.7% | +23.9% |
| All | +47.4% | +108.7% | -61.3% | +23.9% |
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