-44.0%
ACHR vs MET
+148.5%
-192.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.0% |
| 30D | -11.3% | +0.5% | -11.8% | -11.7% |
| 3M | +5.3% | +11.6% | -6.3% | -3.7% |
| 6M | -13.2% | +40.8% | -54.0% | -33.4% |
| YTD | -25.8% | +25.7% | -51.5% | -38.3% |
| 1Y | -34.3% | +24.4% | -58.6% | -44.8% |
| 3Y | -19.9% | +67.5% | -87.4% | -42.5% |
| 5Y | -42.7% | +85.8% | -128.5% | -59.8% |
| All | -44.0% | +148.5% | -192.6% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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