+79.3%
JEPQ vs AMT
-7.9%
+87.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -8.6% | +4.5% | -13.1% | -9.0% |
| 3M | -4.5% | +13.8% | -18.3% | -5.8% |
| 6M | -1.3% | +10.0% | -11.4% | -2.5% |
| YTD | +5.0% | +11.8% | -6.7% | +3.3% |
| 1Y | +5.9% | +10.2% | -4.4% | +4.3% |
| 3Y | +58.0% | +15.1% | +42.9% | +48.9% |
| All | +79.3% | -7.9% | +87.2% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling