+84.1%
JEPQ vs APA
+25.6%
+58.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.5% |
| 7D | +5.7% | +9.6% | -3.9% | +4.8% |
| 30D | -5.9% | -0.2% | -5.7% | -6.0% |
| 3M | -2.5% | +19.8% | -22.3% | -4.4% |
| 6M | +1.3% | +30.1% | -28.8% | -1.9% |
| YTD | +7.8% | +100.4% | -92.6% | -1.9% |
| 1Y | +8.8% | +105.2% | -96.4% | -1.6% |
| 3Y | +62.3% | +44.6% | +17.6% | +47.2% |
| All | +84.1% | +25.6% | +58.5% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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