+88.7%
JEPQ vs AMKR
+186.7%
-98.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -0.7% | +5.5% | -6.2% | -1.7% |
| 30D | +0.6% | -8.6% | +9.2% | +1.8% |
| 3M | +5.8% | -28.7% | +34.5% | +10.3% |
| 6M | +9.7% | +13.3% | -3.6% | +2.6% |
| YTD | +10.5% | +26.1% | -15.5% | 0.0% |
| 1Y | +18.4% | +101.2% | -82.8% | -5.0% |
| 3Y | +70.3% | +127.7% | -57.4% | +23.6% |
| All | +88.7% | +186.7% | -98.0% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling