+184.9%
LQD vs AME
+5,680.9%
-5,496.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.2% |
| 7D | -1.6% | +5.9% | -7.5% | -1.8% |
| 30D | +0.5% | -1.9% | +2.4% | +0.6% |
| 3M | -2.3% | -5.4% | +3.1% | -2.2% |
| 6M | -3.1% | +4.9% | -8.0% | -3.2% |
| YTD | -3.0% | +18.5% | -21.4% | -3.5% |
| 1Y | -2.6% | +25.5% | -28.0% | -3.2% |
| 3Y | +15.2% | +63.0% | -47.8% | +13.6% |
| 5Y | -5.2% | +78.3% | -83.5% | -6.8% |
| 10Y | +24.6% | +447.1% | -422.5% | +21.0% |
| All | +184.9% | +5,680.9% | -5,496.0% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 all: compounded portfolio wealth divided by compounded AME 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…
all analysis · Full analysis span regression · 6 months rolling