-4.4%
LQD vs APO
+81.1%
-85.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.3% |
| 7D | -1.6% | +5.8% | -7.4% | -1.9% |
| 30D | +0.5% | +8.9% | -8.4% | 0.0% |
| 3M | -2.3% | -13.6% | +11.3% | -1.7% |
| 6M | -3.1% | -5.4% | +2.3% | -2.9% |
| YTD | -3.0% | -13.6% | +10.7% | -2.5% |
| 1Y | -2.6% | -2.5% | -0.1% | -2.8% |
| 3Y | +15.2% | +50.9% | -35.7% | +10.0% |
| All | -4.4% | +81.1% | -85.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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