-27.2%
JHX vs AME
+89.9%
-117.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | -1.5% |
| 7D | -6.3% | +1.7% | -8.1% | -7.6% |
| 30D | -7.7% | -6.4% | -1.3% | -3.0% |
| 3M | +19.2% | +7.1% | +12.1% | +12.7% |
| 6M | +38.3% | +8.2% | +30.1% | +30.7% |
| YTD | +37.2% | +18.2% | +19.0% | +21.7% |
| 1Y | +42.3% | +26.7% | +15.5% | +19.7% |
| 3Y | -4.4% | +60.7% | -65.1% | -34.7% |
| All | -27.2% | +89.9% | -117.1% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling