+96.1%
JEPI vs AMBA
+8.9%
+87.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.3% | -11.0% | +10.6% | +0.4% |
| 30D | +0.1% | -23.2% | +23.3% | +1.9% |
| 3M | +4.8% | -12.7% | +17.5% | +4.8% |
| 6M | +1.0% | +11.2% | -10.2% | -1.3% |
| YTD | +5.5% | -11.2% | +16.7% | +4.5% |
| 1Y | +9.2% | -22.5% | +31.7% | +8.8% |
| 3Y | +31.2% | -1.3% | +32.5% | +25.0% |
| 5Y | +41.4% | -54.2% | +95.5% | +36.1% |
| All | +96.1% | +8.9% | +87.2% | +78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling