+225.7%
AMAT vs JEPQ
+82.8%
+142.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.5% |
| 7D | -2.5% | -1.4% | -1.1% | +1.2% |
| 30D | -26.5% | -8.6% | -17.9% | -10.6% |
| 3M | -28.6% | -4.5% | -24.1% | -20.2% |
| 6M | -14.2% | -1.3% | -12.9% | -7.0% |
| YTD | +45.5% | +5.0% | +40.5% | +42.7% |
| 1Y | +59.3% | +5.9% | +53.5% | +54.6% |
| 3Y | +153.1% | +58.0% | +95.1% | +25.4% |
| All | +225.7% | +82.8% | +142.8% | +33.5% |
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