+184.9%
LQD vs AMT
+11,905.9%
-11,721.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.6% | +1.5% | -3.2% | -1.7% |
| 30D | +0.5% | +6.8% | -6.3% | +0.3% |
| 3M | -2.3% | +11.2% | -13.5% | -2.7% |
| 6M | -3.1% | +12.5% | -15.5% | -3.5% |
| YTD | -3.0% | +12.5% | -15.5% | -3.5% |
| 1Y | -2.6% | +10.1% | -12.7% | -3.0% |
| 3Y | +15.2% | +16.0% | -0.8% | +14.4% |
| 5Y | -5.2% | -17.2% | +12.0% | -5.2% |
| 10Y | +24.6% | +135.2% | -110.7% | +22.4% |
| All | +184.9% | +11,905.9% | -11,721.0% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling