+42.3%
JHX vs AME
+29.6%
+12.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -1.9% |
| 7D | -6.3% | +1.7% | -8.1% | -7.8% |
| 30D | -7.7% | -6.4% | -1.3% | -2.0% |
| 3M | +19.2% | +7.1% | +12.1% | +10.9% |
| 6M | +38.3% | +8.2% | +30.1% | +27.7% |
| YTD | +37.2% | +18.2% | +19.0% | +22.2% |
| 1Y | +42.3% | +26.7% | +15.5% | +22.8% |
| All | +42.3% | +29.6% | +12.7% | +22.8% |
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