+9.5%
EMB vs ADVB
-96.8%
+106.3%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -23.6% | +23.3% | -0.2% |
| 7D | -0.9% | +27.8% | -28.7% | -0.9% |
| 30D | +0.4% | -50.8% | +51.1% | +0.4% |
| 3M | -3.1% | -70.5% | +67.4% | -3.1% |
| 6M | -2.1% | -46.7% | +44.7% | -2.4% |
| YTD | -1.1% | -56.7% | +55.6% | -1.5% |
| 1Y | -0.1% | -71.8% | +71.7% | -0.1% |
| All | +9.5% | -96.8% | +106.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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