+48.2%
JEPQ vs AMDL
+117.8%
-69.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -1.1% |
| 7D | +1.4% | +19.9% | -18.5% | -0.3% |
| 30D | +1.3% | +6.3% | -4.9% | +0.4% |
| 3M | +3.8% | -9.9% | +13.7% | +2.6% |
| 6M | +12.2% | +394.3% | -382.1% | -8.1% |
| YTD | +11.6% | +257.3% | -245.7% | -7.3% |
| 1Y | +19.9% | +508.5% | -488.7% | -8.9% |
| All | +48.2% | +117.8% | -69.6% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling