+721.7%
AMD vs JEPI
+94.2%
+627.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +11.0% | +10.9% |
| 7D | -11.0% | -2.0% | -9.1% | -6.1% |
| 30D | -30.5% | 0.0% | -30.4% | -29.6% |
| 3M | -8.2% | -0.8% | -7.4% | -5.5% |
| 6M | +6.6% | +3.2% | +3.3% | +0.5% |
| YTD | +109.7% | +4.7% | +105.0% | +91.9% |
| 1Y | +88.9% | +8.0% | +80.9% | +61.6% |
| 3Y | +301.8% | +32.3% | +269.5% | +127.7% |
| 5Y | +229.4% | +40.5% | +188.9% | +72.8% |
| All | +721.7% | +94.2% | +627.5% | +156.1% |
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