-0.9%
ABT vs JEPQ
+94.0%
-94.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -4.7% | +1.1% | -5.8% | -5.1% |
| 30D | -3.1% | +1.3% | -4.4% | -3.5% |
| 3M | +16.1% | +4.7% | +11.5% | +14.0% |
| 6M | -5.3% | +10.6% | -15.9% | -9.2% |
| YTD | -14.4% | +11.4% | -25.9% | -18.3% |
| 1Y | -18.4% | +19.4% | -37.8% | -24.4% |
| 3Y | +11.2% | +71.7% | -60.5% | -17.9% |
| All | -0.9% | +94.0% | -94.9% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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