-28.2%
JHX vs AMDL
+115.6%
-143.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.7% | +4.2% | -1.9% |
| 7D | -4.9% | +20.7% | -25.6% | -6.7% |
| 30D | -9.3% | +9.4% | -18.7% | -10.4% |
| 3M | +28.1% | +5.6% | +22.4% | +23.9% |
| 6M | +35.2% | +340.3% | -305.1% | +12.0% |
| YTD | +35.9% | +253.6% | -217.8% | +13.0% |
| 1Y | +42.5% | +443.4% | -400.9% | +10.2% |
| All | -28.2% | +115.6% | -143.7% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling