+93.8%
JEPI vs AMBA
+19.2%
+74.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.4% | -9.0% | -1.1% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -1.3% | -16.1% | +14.9% | -0.2% |
| 3M | +3.3% | +4.6% | -1.3% | +2.2% |
| 6M | +1.0% | +29.2% | -28.2% | -2.4% |
| YTD | +4.2% | -2.9% | +7.1% | +2.7% |
| 1Y | +7.9% | -18.7% | +26.6% | +7.2% |
| 3Y | +30.0% | +14.9% | +15.2% | +22.6% |
| 5Y | +40.9% | -53.0% | +93.9% | +35.2% |
| All | +93.8% | +19.2% | +74.6% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling