+15.3%
LQD vs APA
+12.6%
+2.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | -0.2% |
| 7D | 0.0% | +0.3% | -0.4% | 0.0% |
| 30D | -0.2% | +9.3% | -9.5% | -0.2% |
| 3M | -1.7% | +23.3% | -25.0% | -1.6% |
| 6M | -2.7% | +39.5% | -42.2% | -2.8% |
| YTD | -1.4% | +87.6% | -89.0% | -2.0% |
| 1Y | -1.0% | +114.2% | -115.2% | -1.8% |
| All | +15.3% | +12.6% | +2.6% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 3y: compounded portfolio wealth divided by compounded APA 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…
3y analysis · Full analysis span regression · 6 months rolling