+506.6%
APP vs LQD
-2.3%
+508.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LQD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -2.1% |
| 7D | +61.1% | +0.2% | +60.9% | +61.0% |
| 30D | +42.8% | +1.4% | +41.3% | +39.2% |
| 3M | +16.7% | -1.1% | +17.8% | +19.5% |
| 6M | -15.6% | -2.9% | -12.6% | -10.2% |
| YTD | -41.3% | -2.3% | -39.0% | -38.3% |
| 1Y | -39.3% | -2.1% | -37.2% | -36.4% |
| 3Y | +803.2% | +15.9% | +787.3% | +583.1% |
| 5Y | +313.2% | -4.9% | +318.1% | +367.9% |
| All | +506.6% | -2.3% | +508.9% | +486.6% |
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