+22.2%
LQD vs AWK
+132.0%
-109.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -1.1% | -2.1% | +1.0% | -0.8% |
| 30D | -1.3% | +2.1% | -3.3% | -1.5% |
| 3M | -3.2% | +11.4% | -14.6% | -4.6% |
| 6M | -2.1% | +3.9% | -6.0% | -2.7% |
| YTD | -2.4% | +7.7% | -10.0% | -3.5% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.1% |
| 3Y | +14.2% | +7.2% | +7.0% | +12.0% |
| 5Y | -5.8% | -17.0% | +11.2% | -5.4% |
| All | +22.2% | +132.0% | -109.8% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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