+1,425.2%
AMAT vs LQD
+25.5%
+1,399.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +7.0% | -0.5% | +7.5% | +7.5% |
| 30D | -20.6% | +1.7% | -22.3% | -22.2% |
| 3M | -24.8% | -0.7% | -24.1% | -24.4% |
| 6M | -10.7% | -2.2% | -8.5% | -8.5% |
| YTD | +54.3% | -1.9% | +56.2% | +58.0% |
| 1Y | +73.7% | -2.0% | +75.8% | +78.3% |
| 3Y | +168.4% | +16.5% | +151.9% | +128.2% |
| 5Y | +167.6% | -4.2% | +171.8% | +177.2% |
| 10Y | +1,425.2% | +26.0% | +1,399.2% | +1,322.2% |
| All | +1,425.2% | +25.5% | +1,399.7% | +1,322.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling