+17.2%
ARM vs JEPQ
+6.4%
+10.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.1% |
| 7D | -10.4% | -1.4% | -9.0% | -6.5% |
| 30D | -31.8% | -8.6% | -23.2% | -8.8% |
| 3M | -32.2% | -4.5% | -27.7% | -19.4% |
| 6M | -14.9% | -1.3% | -13.6% | -2.7% |
| YTD | +66.0% | +5.0% | +61.0% | +65.1% |
| 1Y | +17.2% | +5.9% | +11.3% | +15.5% |
| All | +17.2% | +6.4% | +10.8% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling