-99.1%
AMC vs JEPI
+43.7%
-142.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +4.4% |
| 7D | +6.6% | +0.3% | +6.2% | +6.8% |
| 30D | +14.1% | +1.4% | +12.6% | +12.2% |
| 3M | +31.3% | +1.3% | +30.0% | +29.6% |
| 6M | +126.7% | +6.3% | +120.3% | +103.7% |
| YTD | +117.9% | +6.8% | +111.1% | +95.5% |
| 1Y | +41.1% | +9.8% | +31.3% | +20.5% |
| 3Y | -61.0% | +36.0% | -97.0% | -78.9% |
| 5Y | -99.1% | +43.4% | -142.5% | -99.6% |
| All | -99.1% | +43.7% | -142.9% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling