+90.2%
JEPQ vs AMKR
+199.4%
-109.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | 0.0% |
| 7D | -0.2% | +8.3% | -8.4% | -1.7% |
| 30D | +0.8% | -6.8% | +7.5% | +1.7% |
| 3M | +4.0% | -31.9% | +35.9% | +9.5% |
| 6M | +10.4% | +18.4% | -8.0% | +2.5% |
| YTD | +11.4% | +31.7% | -20.2% | 0.0% |
| 1Y | +18.9% | +105.2% | -86.3% | -4.8% |
| 3Y | +70.3% | +147.7% | -77.5% | +21.4% |
| All | +90.2% | +199.4% | -109.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMKR.
Daily Out/Under-Performance
Portfolio return minus AMKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMKR 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 AMKR 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