-92.6%
AMC vs JEPI
+101.5%
-194.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -2.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.3% |
| 30D | +14.0% | +2.8% | +11.2% | +11.7% |
| 3M | +42.5% | +2.6% | +39.9% | +40.0% |
| 6M | +142.6% | +8.4% | +134.2% | +126.3% |
| YTD | +119.2% | +8.6% | +110.6% | +105.2% |
| 1Y | +40.7% | +10.4% | +30.4% | +30.1% |
| 3Y | -57.3% | +37.1% | -94.4% | -66.0% |
| 5Y | -99.1% | +45.5% | -144.6% | -99.4% |
| All | -92.6% | +101.5% | -194.2% | -91.4% |
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