+9.4%
JEPI vs AMBA
-34.6%
+44.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.2% |
| 7D | +0.6% | -2.7% | +3.2% | +0.6% |
| 30D | +1.6% | -10.5% | +12.1% | +1.7% |
| 3M | +1.3% | -26.4% | +27.7% | +1.8% |
| 6M | +6.5% | -20.9% | +27.4% | +6.3% |
| YTD | +6.9% | -14.8% | +21.7% | +5.5% |
| 1Y | +9.4% | -36.1% | +45.5% | +8.6% |
| All | +9.4% | -34.6% | +44.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling