+80.2%
JEPQ vs AFRM
+126.4%
-46.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.3% |
| 7D | -0.2% | -7.5% | +7.3% | +0.6% |
| 30D | -8.2% | -15.7% | +7.5% | -6.6% |
| 3M | -4.1% | -9.6% | +5.5% | -3.5% |
| 6M | -0.8% | +6.3% | -7.1% | -2.0% |
| YTD | +5.5% | -8.6% | +14.1% | +5.2% |
| 1Y | +8.4% | -7.6% | +16.0% | +7.7% |
| 3Y | +60.9% | +173.7% | -112.8% | +36.2% |
| All | +80.2% | +126.4% | -46.2% | +42.2% |
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