+853.5%
AMD vs JEPI
+93.4%
+760.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +4.3% |
| 7D | +14.0% | -1.1% | +15.1% | +16.6% |
| 30D | +11.0% | -1.3% | +12.2% | +13.8% |
| 3M | +9.6% | +3.3% | +6.2% | +1.8% |
| 6M | +157.1% | +1.0% | +156.1% | +150.3% |
| YTD | +143.3% | +4.2% | +139.1% | +121.4% |
| 1Y | +234.4% | +7.9% | +226.5% | +182.2% |
| 3Y | +391.2% | +30.0% | +361.2% | +185.5% |
| 5Y | +390.9% | +40.9% | +350.0% | +153.6% |
| All | +853.5% | +93.4% | +760.1% | +195.4% |
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 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