+60.5%
JEPQ vs AMBA
+21.7%
+38.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | +3.4% | +2.7% | +0.7% | +3.0% |
| 30D | -5.6% | -2.2% | -3.4% | -5.4% |
| 3M | -4.2% | -26.6% | +22.5% | -0.3% |
| 6M | -0.2% | -26.8% | +26.6% | +1.8% |
| YTD | +6.7% | -15.1% | +21.9% | +5.2% |
| 1Y | +9.5% | -32.3% | +41.7% | +11.3% |
| 3Y | +60.5% | +19.8% | +40.7% | +41.8% |
| All | +60.5% | +21.7% | +38.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling