+59.4%
LQD vs APTV
+180.9%
-121.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.2% |
| 7D | +0.2% | +2.0% | -1.7% | +0.2% |
| 30D | -0.6% | -7.7% | +7.1% | -0.3% |
| 3M | -1.2% | -34.0% | +32.8% | +0.4% |
| 6M | -1.9% | -37.1% | +35.2% | -0.3% |
| YTD | -1.3% | -39.9% | +38.6% | +0.5% |
| 1Y | -1.0% | -44.4% | +43.4% | +1.0% |
| 3Y | +15.2% | -54.5% | +69.7% | +17.8% |
| 5Y | -4.4% | -69.1% | +64.7% | -1.7% |
| 10Y | +22.6% | -20.0% | +42.6% | +21.9% |
| All | +59.4% | +180.9% | -121.6% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 all: compounded portfolio wealth divided by compounded APTV 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…
all analysis · Full analysis span regression · 6 months rolling