+5.5%
LQD vs ASTS
+230.9%
-225.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.2% | -0.2% |
| 7D | +0.2% | -21.1% | +21.3% | +0.4% |
| 30D | +2.4% | -46.7% | +49.1% | +2.9% |
| 3M | -0.9% | -52.0% | +51.1% | -0.3% |
| 6M | -2.3% | -54.3% | +51.9% | -1.9% |
| YTD | -1.7% | -55.5% | +53.8% | -1.4% |
| 1Y | -1.6% | -50.5% | +48.8% | -1.5% |
| 3Y | +17.6% | +706.2% | -688.6% | +13.5% |
| 5Y | -5.3% | +165.2% | -170.5% | -8.4% |
| All | +5.5% | +230.9% | -225.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling