+184.9%
LQD vs ATI
+2,245.4%
-2,060.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.2% |
| 7D | -1.6% | +4.2% | -5.8% | -1.7% |
| 30D | +0.5% | -2.5% | +3.1% | +0.5% |
| 3M | -2.3% | -19.4% | +17.1% | -2.2% |
| 6M | -3.1% | +11.1% | -14.1% | -3.2% |
| YTD | -3.0% | +59.5% | -62.5% | -3.4% |
| 1Y | -2.6% | +85.8% | -88.3% | -3.1% |
| 3Y | +15.2% | +311.9% | -296.7% | +13.7% |
| 5Y | -5.2% | +963.2% | -968.4% | -7.0% |
| 10Y | +24.6% | +977.6% | -953.1% | +21.5% |
| All | +184.9% | +2,245.4% | -2,060.5% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling