+82.2%
JEPQ vs AMT
-7.3%
+89.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +3.4% | +1.5% | +1.9% | +3.3% |
| 30D | -5.6% | +6.8% | -12.4% | -6.2% |
| 3M | -4.2% | +11.2% | -15.4% | -5.2% |
| 6M | -0.2% | +12.5% | -12.7% | -1.6% |
| YTD | +6.7% | +12.5% | -5.8% | +4.9% |
| 1Y | +9.5% | +10.1% | -0.6% | +7.9% |
| 3Y | +60.5% | +16.0% | +44.5% | +51.1% |
| All | +82.2% | -7.3% | +89.4% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling