+18.4%
JEPQ vs ADM
+44.2%
-25.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.7% | +3.0% | -3.7% | -0.6% |
| 30D | +0.6% | +8.7% | -8.1% | +0.7% |
| 3M | +5.8% | +7.6% | -1.8% | +5.9% |
| 6M | +9.7% | +26.9% | -17.2% | +10.1% |
| YTD | +10.5% | +54.3% | -43.8% | +12.3% |
| 1Y | +18.4% | +45.7% | -27.3% | +20.5% |
| All | +18.4% | +44.2% | -25.8% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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