+2,279.7%
JHX vs AME
+6,963.8%
-4,684.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +1.6% | +1.3% | +0.3% | +0.9% |
| 30D | -5.0% | -6.6% | +1.6% | -1.5% |
| 3M | +24.5% | +3.0% | +21.5% | +22.5% |
| 6M | +34.9% | +5.3% | +29.6% | +31.9% |
| YTD | +39.3% | +15.4% | +23.9% | +29.7% |
| 1Y | +48.6% | +26.8% | +21.7% | +31.2% |
| 3Y | -2.0% | +56.5% | -58.6% | -23.2% |
| 5Y | -24.4% | +85.2% | -109.6% | -45.7% |
| 10Y | +109.4% | +428.5% | -319.1% | -8.7% |
| All | +2,279.7% | +6,963.8% | -4,684.1% | +560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling