+189.9%
LQD vs AME
+5,568.8%
-5,378.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.2% | +2.8% | -2.5% | +0.2% |
| 30D | -0.6% | -6.3% | +5.7% | -0.4% |
| 3M | -1.2% | +5.4% | -6.6% | -1.4% |
| 6M | -1.9% | +7.4% | -9.4% | -2.2% |
| YTD | -1.3% | +16.2% | -17.4% | -1.7% |
| 1Y | -1.0% | +26.8% | -27.8% | -1.7% |
| 3Y | +15.2% | +57.5% | -42.3% | +13.8% |
| 5Y | -4.4% | +84.8% | -89.3% | -6.1% |
| 10Y | +22.6% | +424.3% | -401.7% | +19.2% |
| All | +189.9% | +5,568.8% | -5,378.8% | +188.6% |
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