+82.4%
JEPQ vs AMT
-8.2%
+90.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +5.7% | -2.2% | +7.9% | +5.9% |
| 30D | -6.8% | +5.8% | -12.6% | -7.3% |
| 3M | -3.4% | +12.6% | -16.0% | -4.6% |
| 6M | +0.3% | +8.3% | -8.0% | -0.7% |
| YTD | +6.8% | +11.4% | -4.6% | +5.1% |
| 1Y | +7.7% | +7.7% | 0.0% | +6.5% |
| 3Y | +60.7% | +14.8% | +45.9% | +51.5% |
| All | +82.4% | -8.2% | +90.5% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling