+695.2%
APP vs JEPQ
+94.3%
+601.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +1.5% |
| 7D | +0.9% | +0.7% | +0.2% | -0.8% |
| 30D | -23.3% | +2.0% | -25.3% | -26.7% |
| 3M | -42.6% | +2.0% | -44.6% | -45.8% |
| 6M | -33.6% | +10.4% | -44.0% | -48.3% |
| YTD | -52.4% | +11.6% | -64.0% | -63.0% |
| 1Y | -35.9% | +20.7% | -56.6% | -58.4% |
| 3Y | +642.2% | +70.8% | +571.4% | +134.2% |
| All | +695.2% | +94.3% | +601.0% | +109.8% |
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 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