+88.0%
ARM vs JEPI
+8.5%
+79.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +4.9% |
| 7D | +11.4% | -0.2% | +11.6% | +11.8% |
| 30D | -7.4% | -0.6% | -6.9% | -6.5% |
| 3M | -24.5% | +4.8% | -29.3% | -32.3% |
| 6M | +128.7% | +2.1% | +126.6% | +116.5% |
| YTD | +139.3% | +4.8% | +134.4% | +113.6% |
| 1Y | +88.0% | +8.4% | +79.5% | +52.3% |
| All | +88.0% | +8.5% | +79.5% | +52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling