+391.7%
APP vs LQD
-1.2%
+392.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.3% |
| 7D | +0.9% | -0.4% | +1.3% | +1.7% |
| 30D | -23.3% | -0.8% | -22.5% | -22.0% |
| 3M | -42.6% | -1.9% | -40.7% | -40.3% |
| 6M | -33.6% | -2.7% | -30.9% | -29.8% |
| YTD | -52.4% | -1.3% | -51.2% | -51.1% |
| 1Y | -35.9% | 0.0% | -35.9% | -35.6% |
| 3Y | +642.2% | +14.9% | +627.3% | +471.2% |
| 5Y | +311.1% | -4.6% | +315.6% | +363.5% |
| All | +391.7% | -1.2% | +392.9% | +364.5% |
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