+90.5%
JEPQ vs APA
+12.1%
+78.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.6% |
| 7D | +0.7% | +0.5% | +0.1% | +0.6% |
| 30D | +2.0% | +23.4% | -21.4% | -0.3% |
| 3M | +2.0% | +12.7% | -10.7% | +0.5% |
| 6M | +10.4% | +39.4% | -29.0% | +5.3% |
| YTD | +11.6% | +79.0% | -67.4% | +2.8% |
| 1Y | +20.7% | +88.8% | -68.1% | +9.9% |
| 3Y | +70.8% | +6.4% | +64.5% | +60.8% |
| All | +90.5% | +12.1% | +78.4% | +78.9% |
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