+25.5%
LQD vs AMC
-98.8%
+124.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.9% |
| 7D | -1.5% | +8.4% | -10.0% | -1.6% |
| 30D | +0.9% | +9.2% | -8.3% | +0.8% |
| 3M | -1.7% | +32.0% | -33.7% | -1.8% |
| 6M | -2.8% | +149.3% | -152.0% | -3.1% |
| YTD | -2.8% | +114.1% | -116.9% | -3.0% |
| 1Y | -2.8% | +35.8% | -38.6% | -3.0% |
| 3Y | +15.5% | -58.3% | +73.8% | +15.3% |
| 5Y | -4.9% | -99.2% | +94.2% | -4.9% |
| All | +25.5% | -98.8% | +124.3% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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