+7.2%
LQD vs APLD
+260.6%
-253.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.8% |
| 7D | -1.5% | +19.6% | -21.2% | -1.7% |
| 30D | +0.9% | -24.5% | +25.3% | +1.1% |
| 3M | -1.7% | -45.6% | +43.9% | -1.2% |
| 6M | -2.8% | -61.4% | +58.6% | -2.1% |
| YTD | -2.8% | -30.9% | +28.1% | -2.8% |
| 1Y | -2.8% | -35.8% | +33.0% | -2.8% |
| 3Y | +15.5% | +261.4% | -245.9% | +11.7% |
| All | +7.2% | +260.6% | -253.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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