+228.9%
ARM vs JEPQ
+56.7%
+172.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.6% | +1.4% |
| 7D | -15.2% | -5.6% | -9.6% | +0.1% |
| 30D | -40.7% | -11.3% | -29.4% | -15.3% |
| 3M | -39.1% | -6.5% | -32.6% | -24.1% |
| 6M | -26.4% | -3.6% | -22.8% | -11.8% |
| YTD | +59.7% | +2.2% | +57.5% | +65.4% |
| 1Y | +10.3% | +4.8% | +5.6% | +6.7% |
| 3Y | +228.9% | +56.3% | +172.6% | -0.5% |
| All | +228.9% | +56.7% | +172.2% | -0.5% |
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