+80.2%
JEPQ vs AMC
-97.8%
+177.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.0% | +2.9% |
| 7D | -0.2% | +6.6% | -6.8% | -0.5% |
| 30D | -8.2% | +14.1% | -22.3% | -8.7% |
| 3M | -4.1% | +31.3% | -35.4% | -5.3% |
| 6M | -0.8% | +126.7% | -127.5% | -4.8% |
| YTD | +5.5% | +117.9% | -112.4% | +1.1% |
| 1Y | +8.4% | +41.1% | -32.7% | +5.5% |
| 3Y | +60.9% | -61.0% | +121.8% | +61.7% |
| All | +80.2% | -97.8% | +177.9% | +96.3% |
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