+88.7%
JEPQ vs AVTR
-52.7%
+141.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | -2.0% | +1.4% | -0.4% |
| 30D | +0.6% | +8.1% | -7.5% | -0.5% |
| 3M | +5.8% | +54.2% | -48.4% | -0.7% |
| 6M | +9.7% | +82.6% | -72.9% | +0.2% |
| YTD | +10.5% | +29.8% | -19.3% | +5.7% |
| 1Y | +18.4% | +18.0% | +0.4% | +13.4% |
| 3Y | +70.3% | -26.4% | +96.8% | +71.9% |
| All | +88.7% | -52.7% | +141.4% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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