-26.3%
JHX vs AMDL
+131.0%
-157.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.0% | -9.2% | -3.8% |
| 7D | +1.6% | +29.0% | -27.4% | -1.0% |
| 30D | -5.0% | +19.1% | -24.1% | -6.9% |
| 3M | +24.5% | +1.8% | +22.7% | +20.9% |
| 6M | +34.9% | +374.4% | -339.5% | +11.0% |
| YTD | +39.3% | +278.9% | -239.6% | +15.1% |
| 1Y | +48.6% | +510.6% | -462.0% | +13.5% |
| All | -26.3% | +131.0% | -157.3% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling