+193.4%
AMAT vs JEPI
+8.5%
+184.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +5.2% |
| 7D | +7.0% | -0.2% | +7.2% | +7.3% |
| 30D | -12.2% | -0.6% | -11.6% | -11.5% |
| 3M | -3.8% | +4.8% | -8.6% | -14.0% |
| 6M | +45.9% | +2.1% | +43.8% | +39.3% |
| YTD | +84.6% | +4.8% | +79.8% | +67.3% |
| 1Y | +193.4% | +8.4% | +184.9% | +149.1% |
| All | +193.4% | +8.5% | +184.9% | +149.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling