+70.3%
JEPQ vs AMCR
+6.5%
+63.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | -0.2% | -6.3% | +6.1% | +0.7% |
| 30D | +0.8% | -7.8% | +8.6% | +1.8% |
| 3M | +4.0% | +7.5% | -3.6% | +2.6% |
| 6M | +10.4% | +2.7% | +7.7% | +9.4% |
| YTD | +11.4% | +6.0% | +5.4% | +9.5% |
| 1Y | +18.9% | +7.8% | +11.1% | +16.4% |
| 3Y | +70.3% | +5.8% | +64.5% | +65.8% |
| All | +70.3% | +6.5% | +63.8% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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