+174.6%
ARM vs JEPQ
+56.2%
+118.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.2% | +3.6% | +1.5% |
| 7D | -15.2% | -5.6% | -9.6% | -0.1% |
| 30D | -40.7% | -11.3% | -29.4% | -15.7% |
| 3M | -39.1% | -6.5% | -32.6% | -24.3% |
| 6M | -26.4% | -3.6% | -22.8% | -11.9% |
| YTD | +59.7% | +2.2% | +57.5% | +65.6% |
| 1Y | +10.3% | +4.8% | +5.6% | +7.0% |
| 3Y | +228.9% | +56.3% | +172.6% | +27.6% |
| All | +174.6% | +56.2% | +118.4% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling