+19.7%
EMB vs AVTR
+6.1%
+13.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.7% | +3.2% | -3.8% | -1.0% |
| 30D | +0.5% | +0.5% | +0.1% | +0.4% |
| 3M | -2.5% | +12.1% | -14.6% | -3.7% |
| 6M | -2.0% | +91.2% | -93.2% | -9.0% |
| YTD | -0.9% | +36.3% | -37.2% | -4.8% |
| 1Y | -0.3% | +35.2% | -35.5% | -4.3% |
| 3Y | +29.2% | -15.8% | +45.0% | +27.9% |
| 5Y | +7.4% | -58.9% | +66.4% | +16.2% |
| All | +19.7% | +6.1% | +13.6% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling