-5.2%
LQD vs AMBA
-69.7%
+64.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 6M | -2.2% | -19.2% | +17.0% | -2.1% |
| YTD | -1.6% | -13.0% | +11.4% | -2.0% |
| 1Y | -1.3% | -31.3% | +29.9% | -1.0% |
| 3Y | +17.4% | +28.1% | -10.7% | +13.0% |
| 5Y | -5.2% | -69.4% | +64.3% | -7.5% |
| All | -5.2% | -69.7% | +64.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling