+806.2%
AMAT vs JEPI
+94.5%
+711.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +5.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.4% |
| 30D | -12.2% | -0.6% | -11.6% | -11.4% |
| 3M | -3.8% | +4.8% | -8.6% | -12.9% |
| 6M | +45.9% | +2.1% | +43.8% | +39.6% |
| YTD | +84.6% | +4.8% | +79.8% | +68.1% |
| 1Y | +193.4% | +8.4% | +184.9% | +150.0% |
| 3Y | +228.1% | +30.8% | +197.3% | +95.0% |
| 5Y | +268.9% | +41.0% | +228.0% | +95.5% |
| All | +806.2% | +94.5% | +711.6% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling