+24.8%
LQD vs AMC
-98.7%
+123.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -0.8% |
| 7D | +0.2% | +5.5% | -5.3% | +0.1% |
| 30D | +1.4% | +16.1% | -14.7% | +1.4% |
| 3M | -1.1% | +43.0% | -44.1% | -1.2% |
| 6M | -2.9% | +130.7% | -133.6% | -3.2% |
| YTD | -2.3% | +121.8% | -124.1% | -2.6% |
| 1Y | -2.1% | +40.7% | -42.8% | -2.3% |
| 3Y | +15.9% | -56.8% | +72.8% | +15.8% |
| 5Y | -4.9% | -99.1% | +94.2% | -4.9% |
| 10Y | +24.8% | -98.7% | +123.5% | +23.7% |
| All | +24.8% | -98.7% | +123.5% | +23.7% |
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