+90.4%
JEPQ vs AMBA
-25.8%
+116.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.2% |
| 7D | +1.4% | -6.4% | +7.9% | +2.5% |
| 30D | +1.3% | -26.8% | +28.2% | +6.4% |
| 3M | +3.8% | -7.6% | +11.5% | +3.5% |
| 6M | +12.2% | +21.2% | -9.0% | +5.2% |
| YTD | +11.6% | -10.4% | +22.0% | +9.4% |
| 1Y | +19.9% | -24.4% | +44.3% | +19.8% |
| 3Y | +71.9% | +6.0% | +65.9% | +52.5% |
| All | +90.4% | -25.8% | +116.2% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling