+22.6%
LQD vs AMBA
-5.3%
+27.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.2% | -6.4% | +6.7% | +0.4% |
| 30D | -0.6% | -26.8% | +26.3% | +0.2% |
| 3M | -1.2% | -7.6% | +6.4% | -1.3% |
| 6M | -1.9% | +21.2% | -23.1% | -3.0% |
| YTD | -1.3% | -10.4% | +9.1% | -1.6% |
| 1Y | -1.0% | -24.4% | +23.4% | -1.0% |
| 3Y | +15.2% | +6.0% | +9.2% | +12.8% |
| 5Y | -4.4% | -53.9% | +49.5% | -5.8% |
| 10Y | +22.6% | -6.2% | +28.8% | +17.1% |
| All | +22.6% | -5.3% | +27.9% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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