+25.2%
LQD vs APH
+926.5%
-901.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -1.6% | +4.9% | -6.5% | -2.0% |
| 30D | +0.5% | -5.4% | +5.9% | +0.8% |
| 3M | -2.3% | -5.5% | +3.1% | -2.2% |
| 6M | -3.1% | +25.9% | -29.0% | -5.1% |
| YTD | -3.0% | +16.4% | -19.3% | -4.9% |
| 1Y | -2.6% | +16.5% | -19.0% | -4.6% |
| 3Y | +15.2% | +270.9% | -255.7% | +0.5% |
| 5Y | -5.2% | +289.5% | -294.7% | -18.2% |
| All | +25.2% | +926.5% | -901.2% | +0.3% |
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