-13.5%
AMT vs JEPI
+44.0%
-57.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.5% | +2.7% | -1.2% | -1.2% |
| 30D | +6.8% | +2.5% | +4.3% | +4.0% |
| 3M | +11.2% | +1.9% | +9.3% | +8.9% |
| 6M | +12.5% | +7.7% | +4.7% | +3.9% |
| YTD | +12.5% | +8.2% | +4.3% | +3.6% |
| 1Y | +10.1% | +10.4% | -0.3% | -0.8% |
| 3Y | +16.0% | +36.5% | -20.5% | -21.3% |
| All | -13.5% | +44.0% | -57.5% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling