+71.9%
JEPQ vs ARMK
+125.3%
-53.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | +1.3% | +3.1% | -1.8% | +0.5% |
| 3M | +3.8% | +9.2% | -5.4% | +1.5% |
| 6M | +12.2% | +43.7% | -31.5% | +2.2% |
| YTD | +11.6% | +57.4% | -45.8% | -0.9% |
| 1Y | +19.9% | +51.9% | -32.0% | +7.3% |
| 3Y | +71.9% | +125.4% | -53.5% | +39.9% |
| All | +71.9% | +125.3% | -53.4% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling