+23.3%
LQD vs APH
+1,046.4%
-1,023.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | +1.6% | -1.7% | -0.2% |
| 30D | -0.2% | -3.0% | +2.8% | 0.0% |
| 3M | -1.7% | +5.7% | -7.4% | -2.2% |
| 6M | -2.7% | +20.0% | -22.7% | -4.3% |
| YTD | -1.4% | +20.8% | -22.2% | -3.4% |
| 1Y | -1.0% | +40.2% | -41.2% | -4.3% |
| 3Y | +15.1% | +288.1% | -273.0% | +0.3% |
| 5Y | -5.2% | +352.5% | -357.7% | -18.9% |
| 10Y | +23.3% | +1,062.4% | -1,039.1% | -1.5% |
| All | +23.3% | +1,046.4% | -1,023.0% | -1.5% |
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