-1.9%
LQD vs ATI
+86.4%
-88.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +0.4% | +8.3% | -7.9% | +0.1% |
| 30D | +2.6% | -7.3% | +9.9% | +2.9% |
| 3M | -1.7% | -10.5% | +8.8% | -1.4% |
| 6M | -1.9% | +16.4% | -18.3% | -3.3% |
| YTD | -2.2% | +56.1% | -58.2% | -4.8% |
| 1Y | -1.9% | +86.5% | -88.4% | -5.2% |
| All | -1.9% | +86.4% | -88.3% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 1y: compounded portfolio wealth divided by compounded ATI 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…
1y analysis · Full analysis span regression · 6 months rolling