-9.2%
AMT vs JEPI
+92.4%
-101.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -2.7% | -2.0% | -0.6% | -0.5% |
| 30D | +2.0% | -2.0% | +4.0% | +4.3% |
| 3M | -9.3% | +3.8% | -13.1% | -13.0% |
| 6M | -5.2% | +0.8% | -6.1% | -6.2% |
| YTD | +0.5% | +3.7% | -3.3% | -3.6% |
| 1Y | -7.3% | +7.1% | -14.4% | -14.2% |
| 3Y | +6.2% | +29.4% | -23.2% | -24.0% |
| 5Y | -31.2% | +40.8% | -71.9% | -56.0% |
| All | -9.2% | +92.4% | -101.6% | -66.0% |
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