+3.2%
EME vs ADVB
-61.6%
+64.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +42.7% | -43.3% | -0.7% |
| 7D | +11.3% | +74.2% | -62.9% | +11.2% |
| 30D | -14.6% | -35.9% | +21.3% | -14.9% |
| 3M | -20.4% | -56.4% | +36.0% | -21.0% |
| 6M | -28.3% | -36.7% | +8.4% | -28.5% |
| YTD | +8.6% | -43.3% | +51.9% | +8.4% |
| 1Y | +3.2% | -63.4% | +66.6% | +7.2% |
| All | +3.2% | -61.6% | +64.8% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling