+82.2%
JEPQ vs ATI
+547.0%
-464.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.3% |
| 7D | +3.4% | +4.2% | -0.7% | +2.6% |
| 30D | -5.6% | -2.5% | -3.1% | -5.3% |
| 3M | -4.2% | -19.4% | +15.3% | -0.5% |
| 6M | -0.2% | +11.1% | -11.3% | -2.9% |
| YTD | +6.7% | +59.5% | -52.8% | -3.7% |
| 1Y | +9.5% | +85.8% | -76.3% | -4.1% |
| 3Y | +60.5% | +311.9% | -251.4% | +15.4% |
| All | +82.2% | +547.0% | -464.8% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling