+214.0%
AMAT vs JEPQ
+72.7%
+141.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +3.7% |
| 7D | -1.5% | +0.7% | -2.2% | -2.9% |
| 30D | -14.8% | +2.0% | -16.8% | -18.2% |
| 3M | -9.3% | +2.0% | -11.3% | -10.3% |
| 6M | +27.4% | +10.4% | +17.0% | +9.1% |
| YTD | +77.6% | +11.6% | +66.0% | +50.2% |
| 1Y | +188.9% | +20.7% | +168.2% | +113.4% |
| All | +214.0% | +72.7% | +141.3% | +33.9% |
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 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