-4.4%
LQD vs AMC
-99.5%
+95.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | 0.0% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | -1.2% | +42.2% | -43.4% | -1.8% |
| 6M | -1.9% | +118.8% | -120.7% | -3.1% |
| YTD | -1.3% | +64.1% | -65.4% | -2.2% |
| 1Y | -1.0% | -9.5% | +8.5% | -1.3% |
| 3Y | +15.2% | -64.3% | +79.6% | +15.1% |
| 5Y | -4.4% | -99.5% | +95.0% | -2.5% |
| All | -4.4% | -99.5% | +95.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling