+313.3%
AMAT vs JEPQ
+94.2%
+219.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +7.0% | +1.4% | +5.6% | +4.0% |
| 30D | -12.2% | +1.3% | -13.5% | -14.5% |
| 3M | -3.8% | +3.8% | -7.7% | -8.2% |
| 6M | +45.9% | +12.2% | +33.8% | +22.2% |
| YTD | +84.6% | +11.6% | +73.1% | +57.6% |
| 1Y | +193.4% | +19.9% | +173.5% | +121.6% |
| 3Y | +228.1% | +71.9% | +156.2% | +35.8% |
| All | +313.3% | +94.2% | +219.1% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling