-94.5%
AMC vs JEPI
+94.5%
-189.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.8% |
| 7D | -0.8% | -0.2% | -0.5% | -0.6% |
| 30D | -1.2% | -0.6% | -0.6% | -0.6% |
| 3M | +42.2% | +4.8% | +37.4% | +36.2% |
| 6M | +118.8% | +2.1% | +116.7% | +114.9% |
| YTD | +64.1% | +4.8% | +59.3% | +57.8% |
| 1Y | -9.5% | +8.4% | -18.0% | -15.4% |
| 3Y | -64.3% | +30.8% | -95.1% | -70.7% |
| 5Y | -99.5% | +41.0% | -140.4% | -99.6% |
| All | -94.5% | +94.5% | -189.0% | -93.4% |
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