+6.9%
EMB vs AVTR
-64.4%
+71.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | 0.0% | +1.6% | -1.5% | -0.1% |
| 30D | -0.3% | +8.4% | -8.6% | -0.8% |
| 3M | -0.3% | +50.2% | -50.4% | -3.3% |
| 6M | +0.7% | +82.6% | -81.8% | -3.8% |
| YTD | +1.3% | +29.8% | -28.6% | -1.1% |
| 1Y | +4.7% | +16.0% | -11.3% | +2.6% |
| 3Y | +30.1% | -26.4% | +56.5% | +31.0% |
| 5Y | +6.9% | -64.5% | +71.3% | +13.6% |
| All | +6.9% | -64.4% | +71.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling