+771.5%
AMAT vs JEPI
+95.7%
+675.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +5.1% |
| 7D | -1.5% | -0.3% | -1.2% | -0.9% |
| 30D | -14.8% | +0.1% | -14.9% | -15.2% |
| 3M | -9.3% | +4.8% | -14.0% | -17.7% |
| 6M | +27.4% | +1.0% | +26.4% | +24.9% |
| YTD | +77.6% | +5.5% | +72.1% | +59.8% |
| 1Y | +188.9% | +9.2% | +179.7% | +142.9% |
| 3Y | +202.3% | +31.2% | +171.1% | +78.7% |
| 5Y | +248.9% | +41.4% | +207.5% | +83.9% |
| All | +771.5% | +95.7% | +675.8% | +147.2% |
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