+47.4%
JHX vs APD
+36.4%
+11.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.2% |
| 7D | +13.3% | +3.8% | +9.5% | +13.1% |
| 30D | +17.1% | +14.1% | +3.0% | +16.8% |
| 3M | +4.1% | +8.2% | -4.1% | +3.8% |
| 6M | +48.5% | +7.5% | +40.9% | +48.4% |
| YTD | +42.3% | +31.7% | +10.6% | +41.7% |
| 1Y | +47.4% | +35.1% | +12.3% | +49.8% |
| All | +47.4% | +36.4% | +11.0% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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