-6.0%
LQD vs AMGN
+103.1%
-109.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | -1.1% | -13.7% | +12.6% | 0.0% |
| 30D | -1.3% | -8.8% | +7.5% | -0.6% |
| 3M | -3.2% | +7.2% | -10.4% | -3.9% |
| 6M | -2.1% | +1.3% | -3.4% | -2.4% |
| YTD | -2.4% | +17.6% | -20.0% | -3.9% |
| 1Y | -2.7% | +37.2% | -39.8% | -5.7% |
| 3Y | +14.2% | +57.7% | -43.5% | +8.4% |
| All | -6.0% | +103.1% | -109.1% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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