+8.4%
JEPQ vs AMRZ
-11.5%
+19.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | +0.3% |
| 7D | -4.9% | +10.3% | -15.2% | -6.1% |
| 30D | -6.7% | +18.7% | -25.4% | -8.8% |
| 3M | -3.0% | -14.6% | +11.6% | -0.8% |
| 6M | +1.4% | -12.9% | +14.3% | +2.9% |
| YTD | +6.5% | -17.4% | +23.8% | +8.4% |
| 1Y | +8.4% | -12.3% | +20.7% | +8.9% |
| All | +8.4% | -11.5% | +19.9% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling