-30.9%
AMT vs JEPI
+40.2%
-71.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | +1.5% | -1.1% | +2.6% | +2.6% |
| 30D | +3.7% | -1.3% | +5.0% | +5.1% |
| 3M | -7.2% | +3.3% | -10.5% | -10.4% |
| 6M | -4.2% | +1.0% | -5.2% | -5.2% |
| YTD | +1.9% | +4.2% | -2.4% | -2.5% |
| 1Y | -6.4% | +7.9% | -14.3% | -13.6% |
| 3Y | +7.7% | +30.0% | -22.3% | -22.4% |
| 5Y | -30.9% | +40.9% | -71.8% | -55.5% |
| All | -30.9% | +40.2% | -71.1% | -55.5% |
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