+223.9%
AMAT vs JEPQ
+85.8%
+138.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -0.6% |
| 7D | +11.4% | +3.4% | +8.0% | +4.6% |
| 30D | -17.0% | -5.6% | -11.4% | -5.3% |
| 3M | -30.6% | -4.2% | -26.5% | -22.9% |
| 6M | -14.9% | -0.2% | -14.8% | -9.7% |
| YTD | +44.7% | +6.7% | +38.0% | +37.7% |
| 1Y | +66.9% | +9.5% | +57.4% | +52.1% |
| 3Y | +153.3% | +60.5% | +92.8% | +21.8% |
| All | +223.9% | +85.8% | +138.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling