+189.9%
LQD vs APA
+151.7%
+38.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | 0.0% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.8% | +23.4% | -24.2% | -1.0% |
| 3M | -1.9% | +12.7% | -14.6% | -2.1% |
| 6M | -2.7% | +39.4% | -42.1% | -3.2% |
| YTD | -1.3% | +79.0% | -80.2% | -2.1% |
| 1Y | 0.0% | +88.8% | -88.8% | -1.0% |
| 3Y | +14.9% | +6.4% | +8.5% | +14.3% |
| 5Y | -4.6% | +153.0% | -157.5% | -6.5% |
| 10Y | +22.0% | +7.5% | +14.4% | +18.2% |
| All | +189.9% | +151.7% | +38.2% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling