+17.9%
JHX vs AMRZ
-19.2%
+37.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -1.8% |
| 7D | +1.6% | -4.7% | +6.2% | +4.4% |
| 30D | -5.0% | -11.3% | +6.3% | +1.7% |
| 3M | +24.5% | -22.1% | +46.5% | +42.4% |
| 6M | +34.9% | -29.6% | +64.5% | +61.9% |
| YTD | +39.3% | -23.3% | +62.6% | +59.6% |
| 1Y | +48.6% | -23.7% | +72.3% | +72.1% |
| All | +17.9% | -19.2% | +37.1% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling