+90.4%
JEPQ vs ACHR
+33.1%
+57.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.2% |
| 7D | +1.4% | +4.9% | -3.4% | +1.1% |
| 30D | +1.3% | +4.3% | -3.0% | +0.8% |
| 3M | +3.8% | +1.7% | +2.1% | +3.0% |
| 6M | +12.2% | -6.9% | +19.0% | +11.8% |
| YTD | +11.6% | -22.5% | +34.0% | +12.4% |
| 1Y | +19.9% | -31.5% | +51.4% | +21.1% |
| 3Y | +71.9% | -14.4% | +86.3% | +63.3% |
| All | +90.4% | +33.1% | +57.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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