-7.7%
AMT vs JEPI
+95.7%
-103.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -0.2% | -0.3% | +0.1% | +0.2% |
| 30D | +4.6% | +0.1% | +4.5% | +4.5% |
| 3M | -8.4% | +4.8% | -13.2% | -13.1% |
| 6M | -6.0% | +1.0% | -7.0% | -7.1% |
| YTD | +2.1% | +5.5% | -3.4% | -3.8% |
| 1Y | -6.4% | +9.2% | -15.6% | -15.1% |
| 3Y | +8.1% | +31.2% | -23.1% | -23.7% |
| 5Y | -31.9% | +41.4% | -73.3% | -56.4% |
| All | -7.7% | +95.7% | -103.4% | -66.1% |
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