-2.6%
LQD vs AG
+7.9%
-10.4%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -1.6% | -10.0% | +8.3% | -1.4% |
| 30D | +0.5% | -10.5% | +11.0% | +0.7% |
| 3M | -2.3% | -27.3% | +24.9% | -1.7% |
| 6M | -3.1% | -43.0% | +39.9% | -2.2% |
| YTD | -3.0% | -17.9% | +14.9% | -2.5% |
| 1Y | -2.6% | +11.9% | -14.5% | -2.5% |
| All | -2.6% | +7.9% | -10.4% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling