+193.4%
AMAT vs LQD
-1.0%
+194.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +7.0% | +0.2% | +6.8% | +6.2% |
| 30D | -12.2% | -0.6% | -11.6% | -10.6% |
| 3M | -3.8% | -1.2% | -2.6% | +0.1% |
| 6M | +45.9% | -1.9% | +47.9% | +54.8% |
| YTD | +84.6% | -1.3% | +85.9% | +94.4% |
| 1Y | +193.4% | -1.0% | +194.4% | +211.5% |
| All | +193.4% | -1.0% | +194.3% | +211.5% |
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