+101.6%
JHX vs APTV
-16.1%
+117.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.3% | -5.0% | -1.3% | -4.5% |
| 30D | -7.7% | -6.1% | -1.7% | -5.6% |
| 3M | +19.2% | -33.0% | +52.2% | +36.8% |
| 6M | +38.3% | -35.2% | +73.5% | +59.7% |
| YTD | +37.2% | -40.1% | +77.4% | +62.6% |
| 1Y | +42.3% | -45.6% | +87.9% | +74.2% |
| 3Y | -4.4% | -54.4% | +50.0% | +20.3% |
| 5Y | -26.4% | -68.9% | +42.5% | +3.1% |
| All | +101.6% | -16.1% | +117.7% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling