+79.3%
JEPQ vs AMC
-97.7%
+177.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | -1.4% | +5.5% | -6.8% | -1.6% |
| 30D | -8.6% | +16.1% | -24.7% | -9.2% |
| 3M | -4.5% | +43.0% | -47.5% | -6.0% |
| 6M | -1.3% | +130.7% | -132.0% | -5.3% |
| YTD | +5.0% | +121.8% | -116.8% | +0.5% |
| 1Y | +5.9% | +40.7% | -34.8% | +3.1% |
| 3Y | +58.0% | -56.8% | +114.8% | +58.1% |
| All | +79.3% | -97.7% | +177.0% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling