+82.8%
JEPQ vs AFRM
+125.8%
-42.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.7% |
| 7D | -0.3% | -10.3% | +9.9% | +0.8% |
| 30D | -6.6% | -13.7% | +7.2% | -5.2% |
| 3M | -2.6% | -11.6% | +9.0% | -1.7% |
| 6M | +0.5% | +2.1% | -1.6% | -0.3% |
| YTD | +7.1% | -8.9% | +16.0% | +6.8% |
| 1Y | +8.1% | -9.7% | +17.8% | +7.6% |
| 3Y | +61.2% | +202.5% | -141.3% | +35.2% |
| All | +82.8% | +125.8% | -42.9% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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