-6.0%
LQD vs ACHR
-42.8%
+36.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -1.1% | -2.3% | +1.2% | -1.1% |
| 30D | -1.3% | -11.3% | +10.0% | -1.1% |
| 3M | -3.2% | +5.3% | -8.5% | -3.5% |
| 6M | -2.1% | -13.2% | +11.1% | -2.1% |
| YTD | -2.4% | -25.8% | +23.4% | -2.1% |
| 1Y | -2.7% | -34.3% | +31.6% | -2.4% |
| 3Y | +14.2% | -19.9% | +34.1% | +11.9% |
| All | -6.0% | -42.8% | +36.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 5y: compounded portfolio wealth divided by compounded ACHR 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…
5y analysis · Full analysis span regression · 6 months rolling