+165.0%
AMAT vs JEPQ
+59.7%
+105.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.2% | +8.1% | +4.2% |
| 7D | -1.1% | -0.2% | -0.8% | +0.4% |
| 30D | -26.9% | -8.2% | -18.7% | -10.6% |
| 3M | -31.2% | -4.1% | -27.1% | -23.1% |
| 6M | -14.7% | -0.8% | -13.9% | -8.2% |
| YTD | +44.7% | +5.5% | +39.2% | +40.1% |
| 1Y | +62.0% | +8.4% | +53.6% | +49.6% |
| 3Y | +165.0% | +60.9% | +104.1% | +0.2% |
| All | +165.0% | +59.7% | +105.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling