+10.2%
EMB vs ADVB
-97.1%
+107.3%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.0% | -9.9% | +0.1% |
| 7D | -0.4% | +10.5% | -10.9% | -0.4% |
| 30D | +1.1% | -56.0% | +57.1% | +1.1% |
| 3M | -2.0% | -70.1% | +68.1% | -2.0% |
| 6M | -1.9% | -53.7% | +51.8% | -2.3% |
| YTD | -0.5% | -60.3% | +59.8% | -0.9% |
| 1Y | +0.1% | -73.1% | +73.2% | 0.0% |
| All | +10.2% | -97.1% | +107.3% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling