+88.7%
JEPQ vs ATI
+603.2%
-514.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | -0.1% |
| 7D | -0.7% | -2.7% | +2.1% | -0.1% |
| 30D | +0.6% | -13.5% | +14.1% | +3.3% |
| 3M | +5.8% | +8.5% | -2.7% | +3.8% |
| 6M | +9.7% | +25.2% | -15.5% | +4.2% |
| YTD | +10.5% | +73.4% | -62.9% | -1.5% |
| 1Y | +18.4% | +160.5% | -142.1% | -2.9% |
| 3Y | +70.3% | +347.3% | -277.0% | +20.8% |
| All | +88.7% | +603.2% | -514.5% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling