+88.7%
JEPQ vs AMP
+117.5%
-28.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.7% | -2.0% | +1.4% | +0.1% |
| 30D | +0.6% | -1.7% | +2.2% | +1.1% |
| 3M | +5.8% | +23.2% | -17.4% | -2.3% |
| 6M | +9.7% | +22.2% | -12.5% | +1.4% |
| YTD | +10.5% | +14.0% | -3.5% | +4.3% |
| 1Y | +18.4% | +14.0% | +4.4% | +11.5% |
| 3Y | +70.3% | +67.0% | +3.3% | +34.0% |
| All | +88.7% | +117.5% | -28.8% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling