+2,357.9%
JHX vs APD
+1,445.0%
+912.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | +4.5% | -2.5% | +7.0% | +5.8% |
| 30D | -1.2% | -1.9% | +0.7% | -0.3% |
| 3M | +32.8% | +8.2% | +24.5% | +26.6% |
| 6M | +41.2% | +10.7% | +30.4% | +32.1% |
| YTD | +43.9% | +22.9% | +21.0% | +26.8% |
| 1Y | +48.0% | +5.8% | +42.2% | +40.1% |
| 3Y | +1.2% | +7.8% | -6.6% | -7.9% |
| 5Y | -22.6% | +26.1% | -48.7% | -36.4% |
| 10Y | +111.5% | +163.7% | -52.2% | +14.8% |
| All | +2,357.9% | +1,445.0% | +912.9% | +678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling