-2.3%
LQD vs APH
+8.4%
-10.8%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.1% |
| 7D | +0.2% | -5.9% | +6.2% | +0.2% |
| 30D | +2.4% | -14.8% | +17.2% | +2.6% |
| 3M | -0.9% | -12.4% | +11.5% | -0.8% |
| 6M | -2.3% | +8.1% | -10.4% | -3.1% |
| All | -2.3% | +8.4% | -10.8% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling