+26.6%
LQD vs AMT
+134.7%
-108.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.3% |
| 30D | +1.7% | +4.2% | -2.5% | +1.3% |
| 3M | -0.7% | +13.4% | -14.1% | -2.1% |
| 6M | -2.2% | +9.4% | -11.6% | -3.4% |
| YTD | -1.9% | +11.7% | -13.6% | -3.4% |
| 1Y | -2.0% | +7.1% | -9.2% | -3.1% |
| 3Y | +16.5% | +15.1% | +1.4% | +13.6% |
| 5Y | -4.2% | -17.9% | +13.7% | -4.2% |
| All | +26.6% | +134.7% | -108.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling