+90.2%
JEPQ vs AMP
+119.1%
-28.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -0.2% | -0.5% | +0.4% | 0.0% |
| 30D | +0.8% | -1.3% | +2.1% | +1.2% |
| 3M | +4.0% | +24.2% | -20.2% | -4.2% |
| 6M | +10.4% | +24.6% | -14.2% | +1.3% |
| YTD | +11.4% | +14.8% | -3.4% | +4.9% |
| 1Y | +18.9% | +12.8% | +6.1% | +12.5% |
| 3Y | +70.3% | +69.0% | +1.3% | +33.3% |
| All | +90.2% | +119.1% | -28.9% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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