+26.6%
LQD vs APH
+940.6%
-914.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +1.7% | -8.0% | +9.7% | +2.2% |
| 3M | -0.7% | -5.0% | +4.3% | -0.6% |
| 6M | -2.2% | +29.9% | -32.2% | -4.5% |
| YTD | -1.9% | +18.0% | -19.9% | -3.9% |
| 1Y | -2.0% | +11.3% | -13.4% | -3.7% |
| 3Y | +16.5% | +274.9% | -258.4% | +1.6% |
| 5Y | -4.2% | +300.6% | -304.8% | -17.6% |
| All | +26.6% | +940.6% | -914.0% | +1.4% |
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