+773.9%
AMD vs JEPI
+95.7%
+678.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.5% |
| 7D | +2.6% | -0.3% | +2.9% | +3.3% |
| 30D | -0.9% | +0.1% | -1.1% | -1.3% |
| 3M | -8.7% | +4.8% | -13.5% | -17.5% |
| 6M | +136.3% | +1.0% | +135.3% | +130.7% |
| YTD | +123.0% | +5.5% | +117.5% | +98.1% |
| 1Y | +195.2% | +9.2% | +186.0% | +143.3% |
| 3Y | +336.3% | +31.2% | +305.2% | +149.2% |
| 5Y | +334.5% | +41.4% | +293.1% | +121.8% |
| All | +773.9% | +95.7% | +678.1% | +164.3% |
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