+10.0%
EMB vs ADVB
-97.5%
+107.5%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | -0.1% | -13.9% | +13.8% | -0.1% |
| 30D | +1.3% | -68.1% | +69.4% | +1.3% |
| 3M | -2.2% | -73.4% | +71.1% | -2.2% |
| 6M | -2.3% | -70.8% | +68.4% | -2.5% |
| YTD | -0.6% | -66.1% | +65.5% | -1.1% |
| 1Y | +0.5% | -77.5% | +78.0% | +0.4% |
| All | +10.0% | -97.5% | +107.5% | +15.0% |
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