-5.0%
LQD vs APH
+280.5%
-285.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | +0.2% | -5.9% | +6.2% | +0.5% |
| 30D | +2.4% | -14.8% | +17.2% | +3.2% |
| 3M | -0.9% | -12.4% | +11.5% | -0.3% |
| 6M | -2.3% | +8.1% | -10.4% | -3.3% |
| YTD | -1.7% | +10.9% | -12.7% | -3.4% |
| 1Y | -1.6% | +8.8% | -10.4% | -3.2% |
| 3Y | +17.6% | +262.1% | -244.5% | -0.7% |
| All | -5.0% | +280.5% | -285.6% | -21.5% |
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 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