-22.6%
JHX vs AMDL
+95.0%
-117.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.2% | -6.6% | +1.7% |
| 7D | +1.5% | +4.5% | -3.0% | +1.1% |
| 30D | +7.2% | -4.4% | +11.6% | +7.3% |
| 3M | +29.9% | -30.5% | +60.4% | +30.8% |
| 6M | +35.4% | +300.9% | -265.5% | +13.2% |
| YTD | +46.5% | +219.9% | -173.5% | +23.1% |
| 1Y | +55.5% | +374.7% | -319.2% | +21.8% |
| All | -22.6% | +95.0% | -117.6% | -45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling