-1.0%
LQD vs APH
+47.7%
-48.7%
-3.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | -0.1% |
| 7D | 0.0% | +1.6% | -1.7% | -0.1% |
| 30D | -0.2% | -3.0% | +2.8% | -0.1% |
| 3M | -1.7% | +5.7% | -7.4% | -1.9% |
| 6M | -2.7% | +20.0% | -22.7% | -3.5% |
| YTD | -1.4% | +20.8% | -22.2% | -2.4% |
| 1Y | -1.0% | +40.2% | -41.2% | -2.2% |
| All | -1.0% | +47.7% | -48.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling