+140.5%
LQD vs ALNY
+3,976.7%
-3,836.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -1.1% | -6.5% | +5.5% | -1.0% |
| 30D | -1.3% | +11.0% | -12.3% | -1.4% |
| 3M | -3.2% | -14.1% | +10.9% | -3.1% |
| 6M | -2.1% | -22.4% | +20.3% | -2.0% |
| YTD | -2.4% | -37.5% | +35.1% | -2.1% |
| 1Y | -2.7% | -46.9% | +44.3% | -2.3% |
| 3Y | +14.2% | +22.1% | -7.9% | +13.8% |
| 5Y | -5.8% | +31.2% | -37.0% | -6.3% |
| 10Y | +22.2% | +256.3% | -234.2% | +21.4% |
| All | +140.5% | +3,976.7% | -3,836.2% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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