+46.8%
JEPQ vs AMDL
+115.6%
-68.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.7% | +5.9% | -0.2% |
| 7D | -0.7% | +20.7% | -21.4% | -2.4% |
| 30D | +0.6% | +9.4% | -8.9% | -0.6% |
| 3M | +5.8% | +5.6% | +0.1% | +3.1% |
| 6M | +9.7% | +340.3% | -330.6% | -9.1% |
| YTD | +10.5% | +253.6% | -243.1% | -8.1% |
| 1Y | +18.4% | +443.4% | -425.0% | -8.8% |
| All | +46.8% | +115.6% | -68.8% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMDL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling