+5.7%
LQD vs ASTS
+277.6%
-271.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.1% | -14.0% | 0.0% |
| 7D | +0.9% | +1.5% | -0.6% | +0.9% |
| 30D | +2.2% | -27.6% | +29.8% | +2.4% |
| 3M | -0.9% | -48.7% | +47.8% | -0.5% |
| 6M | -2.2% | -50.8% | +48.6% | -1.8% |
| YTD | -1.6% | -49.2% | +47.6% | -1.4% |
| 1Y | -1.3% | -46.7% | +45.4% | -1.2% |
| 3Y | +17.4% | +793.2% | -775.8% | +13.2% |
| 5Y | -5.2% | +195.6% | -200.8% | -8.4% |
| All | +5.7% | +277.6% | -271.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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