-4.1%
LQD vs APH
+350.9%
-355.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -0.4% | +5.0% | -5.4% | -0.7% |
| 30D | -0.8% | -3.9% | +3.1% | -0.6% |
| 3M | -1.9% | +13.0% | -14.9% | -2.9% |
| 6M | -2.7% | +25.2% | -27.8% | -4.4% |
| YTD | -1.3% | +22.9% | -24.2% | -3.3% |
| 1Y | 0.0% | +47.8% | -47.9% | -3.7% |
| 3Y | +14.9% | +283.0% | -268.1% | -2.2% |
| All | -4.1% | +350.9% | -355.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling