+186.6%
ADM vs JEPI
+94.5%
+92.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.5% |
| 7D | -0.1% | -0.2% | +0.2% | +0.2% |
| 30D | +11.0% | -0.6% | +11.6% | +11.6% |
| 3M | +6.0% | +4.8% | +1.2% | +1.0% |
| 6M | +26.9% | +2.1% | +24.8% | +23.9% |
| YTD | +50.0% | +4.8% | +45.2% | +42.5% |
| 1Y | +39.6% | +8.4% | +31.2% | +28.0% |
| 3Y | +18.5% | +30.8% | -12.3% | -12.4% |
| 5Y | +62.6% | +41.0% | +21.6% | +10.3% |
| All | +186.6% | +94.5% | +92.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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