+16.1%
JHX vs AMRZ
-20.1%
+36.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -6.3% | -7.5% | +1.2% | -2.0% |
| 30D | -7.7% | -12.4% | +4.7% | -0.5% |
| 3M | +19.2% | -22.4% | +41.6% | +36.5% |
| 6M | +38.3% | -29.5% | +67.8% | +66.1% |
| YTD | +37.2% | -24.1% | +61.4% | +58.2% |
| 1Y | +42.3% | -26.3% | +68.5% | +68.7% |
| All | +16.1% | -20.1% | +36.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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