+311.3%
ARM vs JEPQ
+70.4%
+240.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | +11.4% | +1.4% | +9.9% | +7.1% |
| 30D | -7.4% | +1.3% | -8.8% | -10.5% |
| 3M | -24.5% | +3.8% | -28.3% | -29.5% |
| 6M | +128.7% | +12.2% | +116.5% | +78.7% |
| YTD | +139.3% | +11.6% | +127.7% | +89.3% |
| 1Y | +88.0% | +19.9% | +68.1% | +23.4% |
| All | +311.3% | +70.4% | +240.8% | +24.5% |
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 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