+3,912.5%
AMAT vs LQD
+190.1%
+3,722.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -0.4% | -1.1% | -1.3% |
| 30D | -14.8% | -0.8% | -14.0% | -14.5% |
| 3M | -9.3% | -1.9% | -7.3% | -8.5% |
| 6M | +27.4% | -2.7% | +30.0% | +28.9% |
| YTD | +77.6% | -1.3% | +78.8% | +78.8% |
| 1Y | +188.9% | 0.0% | +189.0% | +189.7% |
| 3Y | +202.3% | +14.9% | +187.4% | +188.9% |
| 5Y | +248.9% | -4.6% | +253.5% | +245.8% |
| 10Y | +1,585.2% | +22.0% | +1,563.2% | +1,560.5% |
| All | +3,912.5% | +190.1% | +3,722.3% | +8,305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling