+90.2%
JEPQ vs AMC
-98.4%
+188.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | +1.1% | -6.8% | +7.9% | +1.3% |
| 30D | +1.3% | +1.7% | -0.3% | +1.2% |
| 3M | +4.7% | +26.8% | -22.1% | +3.1% |
| 6M | +10.6% | +117.7% | -107.1% | +6.1% |
| YTD | +11.4% | +57.7% | -46.3% | +8.2% |
| 1Y | +19.4% | -12.5% | +31.9% | +18.5% |
| 3Y | +71.7% | -65.7% | +137.4% | +72.8% |
| All | +90.2% | -98.4% | +188.6% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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