+21.3%
EMB vs AVTR
+1.1%
+20.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.1% | -2.0% | +0.9% | -0.9% |
| 30D | -1.1% | +8.1% | -9.1% | -1.9% |
| 3M | -0.8% | +54.2% | -55.0% | -5.5% |
| 6M | -0.1% | +82.6% | -82.6% | -6.8% |
| YTD | +0.4% | +29.8% | -29.4% | -3.0% |
| 1Y | +3.3% | +18.0% | -14.7% | 0.0% |
| 3Y | +29.0% | -26.4% | +55.5% | +29.9% |
| 5Y | +6.3% | -64.8% | +71.2% | +17.4% |
| All | +21.3% | +1.1% | +20.2% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVTR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling