+120.8%
LQD vs AMP
+2,095.9%
-1,975.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -1.1% | -2.0% | +1.0% | -1.0% |
| 30D | -1.1% | -1.7% | +0.6% | -1.1% |
| 3M | -2.3% | +23.2% | -25.6% | -2.8% |
| 6M | -2.9% | +22.2% | -25.1% | -3.3% |
| YTD | -2.3% | +14.0% | -16.3% | -2.6% |
| 1Y | -2.2% | +14.0% | -16.2% | -2.5% |
| 3Y | +14.0% | +67.0% | -53.0% | +12.7% |
| 5Y | -5.8% | +123.2% | -129.0% | -7.4% |
| 10Y | +22.2% | +578.5% | -556.3% | +17.8% |
| All | +120.8% | +2,095.9% | -1,975.0% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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