+90.4%
JEPQ vs AMC
-98.3%
+188.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +1.3% | -1.2% | +2.5% | +1.3% |
| 3M | +3.8% | +42.2% | -38.4% | +1.8% |
| 6M | +12.2% | +118.8% | -106.6% | +7.6% |
| YTD | +11.6% | +64.1% | -52.5% | +8.1% |
| 1Y | +19.9% | -9.5% | +29.4% | +18.8% |
| 3Y | +71.9% | -64.3% | +136.2% | +72.8% |
| All | +90.4% | -98.3% | +188.8% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling