+247.2%
AMAT vs LQD
-4.2%
+251.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.0% |
| 30D | -14.8% | -0.8% | -14.0% | -14.0% |
| 3M | -9.3% | -1.9% | -7.3% | -7.0% |
| 6M | +27.4% | -2.7% | +30.0% | +31.9% |
| YTD | +77.6% | -1.3% | +78.8% | +81.2% |
| 1Y | +188.9% | 0.0% | +189.0% | +191.1% |
| 3Y | +202.3% | +14.9% | +187.4% | +160.0% |
| All | +247.2% | -4.2% | +251.4% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling