+25.7%
LQD vs AMBA
+12.8%
+12.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.3% | -5.1% | 0.0% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | +2.2% | -8.6% | +10.8% | +2.4% |
| 3M | -0.9% | -29.0% | +28.0% | -0.1% |
| 6M | -2.2% | -19.2% | +17.0% | -2.1% |
| YTD | -1.6% | -13.0% | +11.4% | -1.9% |
| 1Y | -1.3% | -31.3% | +29.9% | -1.1% |
| 3Y | +17.4% | +28.1% | -10.7% | +14.2% |
| 5Y | -5.2% | -69.4% | +64.3% | -5.7% |
| 10Y | +25.7% | +7.6% | +18.1% | +19.7% |
| All | +25.7% | +12.8% | +12.9% | +19.7% |
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