+47.4%
JHX vs AME
+21.1%
+26.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.6% | +12.9% | +11.9% |
| 7D | +13.3% | -4.4% | +17.7% | +16.6% |
| 30D | +17.1% | -5.9% | +23.0% | +22.1% |
| 3M | +4.1% | -6.5% | +10.6% | +9.2% |
| 6M | +48.5% | +3.2% | +45.3% | +38.3% |
| YTD | +42.3% | +16.0% | +26.3% | +16.7% |
| 1Y | +47.4% | +20.4% | +26.9% | +15.1% |
| All | +47.4% | +21.1% | +26.3% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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