+3.0%
LQD vs AMRZ
-17.3%
+20.3%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.2% |
| 7D | +0.2% | -2.0% | +2.3% | +0.3% |
| 30D | -0.6% | -9.8% | +9.3% | -0.1% |
| 3M | -1.2% | -17.2% | +16.0% | -0.3% |
| 6M | -1.9% | -26.9% | +25.0% | -0.7% |
| YTD | -1.3% | -21.5% | +20.2% | -0.3% |
| 1Y | -1.0% | -22.9% | +21.9% | +0.2% |
| All | +3.0% | -17.3% | +20.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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