-94.7%
AMC vs JEPI
+93.4%
-188.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.4% |
| 7D | -6.8% | -1.1% | -5.7% | -5.8% |
| 30D | +1.7% | -1.3% | +2.9% | +2.9% |
| 3M | +26.8% | +3.3% | +23.5% | +22.9% |
| 6M | +117.7% | +1.0% | +116.7% | +116.0% |
| YTD | +57.7% | +4.2% | +53.5% | +52.5% |
| 1Y | -12.5% | +7.9% | -20.4% | -17.8% |
| 3Y | -65.7% | +30.0% | -95.8% | -71.7% |
| 5Y | -99.5% | +40.9% | -140.4% | -99.6% |
| All | -94.7% | +93.4% | -188.1% | -93.6% |
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