+528.8%
APP vs LQD
-1.6%
+530.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.5% |
| 7D | +79.2% | +0.9% | +78.2% | +76.3% |
| 30D | +48.0% | +2.2% | +45.8% | +42.2% |
| 3M | +18.2% | -0.9% | +19.2% | +20.6% |
| 6M | -12.5% | -2.2% | -10.3% | -8.3% |
| YTD | -39.2% | -1.6% | -37.6% | -37.0% |
| 1Y | -33.9% | -1.3% | -32.6% | -31.8% |
| 3Y | +933.3% | +17.4% | +915.9% | +662.9% |
| 5Y | +295.9% | -5.2% | +301.0% | +350.2% |
| All | +528.8% | -1.6% | +530.4% | +499.0% |
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