+24.8%
LQD vs APH
+938.3%
-913.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +0.2% | -5.0% | +5.2% | +0.4% |
| 30D | +1.4% | -8.4% | +9.8% | +1.9% |
| 3M | -1.1% | -4.5% | +3.4% | -1.0% |
| 6M | -2.9% | +25.3% | -28.2% | -4.9% |
| YTD | -2.3% | +18.9% | -21.3% | -4.4% |
| 1Y | -2.1% | +11.9% | -14.0% | -3.8% |
| 3Y | +15.9% | +278.0% | -262.0% | +1.1% |
| 5Y | -4.9% | +306.4% | -311.3% | -18.3% |
| 10Y | +24.8% | +955.2% | -930.3% | -0.2% |
| All | +24.8% | +938.3% | -913.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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