+268.6%
ARM vs JEPI
+36.7%
+231.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.3% |
| 7D | +9.1% | +2.7% | +6.4% | +1.9% |
| 30D | -19.9% | +2.5% | -22.5% | -24.5% |
| 3M | -31.6% | +1.9% | -33.6% | -34.4% |
| 6M | -13.9% | +7.7% | -21.6% | -29.1% |
| YTD | +74.3% | +8.2% | +66.1% | +42.7% |
| 1Y | +35.8% | +10.4% | +25.4% | +4.7% |
| 3Y | +268.6% | +36.5% | +232.1% | +88.7% |
| All | +268.6% | +36.7% | +231.9% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling