+23.3%
LQD vs AMC
-99.0%
+122.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | 0.0% | -6.8% | +6.8% | 0.0% |
| 30D | -0.2% | +1.7% | -1.8% | -0.2% |
| 3M | -1.7% | +26.8% | -28.5% | -1.8% |
| 6M | -2.7% | +117.7% | -120.4% | -2.9% |
| YTD | -1.4% | +57.7% | -59.1% | -1.6% |
| 1Y | -1.0% | -12.5% | +11.5% | -1.1% |
| 3Y | +15.1% | -65.7% | +80.8% | +15.0% |
| 5Y | -5.2% | -99.5% | +94.3% | -5.1% |
| 10Y | +23.3% | -99.0% | +122.3% | +22.1% |
| All | +23.3% | -99.0% | +122.3% | +22.1% |
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