+41.0%
JEPI vs AMBA
-53.5%
+94.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -0.2% | -6.4% | +6.2% | +0.2% |
| 30D | -0.6% | -26.8% | +26.3% | +1.7% |
| 3M | +4.8% | -7.6% | +12.4% | +4.5% |
| 6M | +2.1% | +21.2% | -19.1% | -1.3% |
| YTD | +4.8% | -10.4% | +15.2% | +3.7% |
| 1Y | +8.4% | -24.4% | +32.9% | +8.2% |
| 3Y | +30.8% | +6.0% | +24.8% | +22.8% |
| 5Y | +41.0% | -53.9% | +94.9% | +31.8% |
| All | +41.0% | -53.5% | +94.5% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling