+29.4%
JEPQ vs AMRZ
-17.3%
+46.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +0.5% |
| 7D | +1.4% | -2.0% | +3.4% | +1.7% |
| 30D | +1.3% | -9.8% | +11.2% | +2.6% |
| 3M | +3.8% | -17.2% | +21.1% | +6.0% |
| 6M | +12.2% | -26.9% | +39.1% | +16.0% |
| YTD | +11.6% | -21.5% | +33.0% | +14.4% |
| 1Y | +19.9% | -22.9% | +42.8% | +22.2% |
| All | +29.4% | -17.3% | +46.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling