+90.2%
JEPQ vs ATI
+602.4%
-512.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | -5.6% | +5.5% | +1.0% |
| 30D | +0.8% | -13.7% | +14.5% | +3.6% |
| 3M | +4.0% | -0.4% | +4.3% | +3.7% |
| 6M | +10.4% | +26.2% | -15.8% | +4.7% |
| YTD | +11.4% | +73.2% | -61.8% | -0.7% |
| 1Y | +18.9% | +161.6% | -142.7% | -2.5% |
| 3Y | +70.3% | +346.2% | -275.9% | +20.8% |
| All | +90.2% | +602.4% | -512.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling