+61.4%
AMAT vs LQD
-1.7%
+63.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.0% | -4.8% |
| 7D | -11.2% | +0.4% | -11.6% | -11.9% |
| 30D | -31.9% | +2.6% | -34.5% | -36.3% |
| 3M | -32.3% | -1.7% | -30.6% | -27.9% |
| 6M | -5.4% | -1.9% | -3.5% | +2.7% |
| YTD | +44.3% | -2.2% | +46.4% | +57.9% |
| 1Y | +61.4% | -1.9% | +63.2% | +77.3% |
| All | +61.4% | -1.7% | +63.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LQD.
Daily Out/Under-Performance
Portfolio return minus LQD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LQD 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 1y: compounded portfolio wealth divided by compounded LQD 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…
1y analysis · Full analysis span regression · 6 months rolling