+2.7%
AA vs NVMI
+263.1%
-260.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.0% |
| 7D | -5.4% | +3.8% | -9.2% | -6.7% |
| 30D | -10.7% | -7.6% | -3.1% | -8.4% |
| 3M | -26.2% | -28.0% | +1.8% | -18.4% |
| 6M | -20.9% | -15.3% | -5.6% | -19.1% |
| YTD | -8.6% | +11.5% | -20.1% | -16.0% |
| 1Y | +57.4% | +31.6% | +25.8% | +35.7% |
| 3Y | +77.8% | +207.0% | -129.2% | -0.2% |
| 5Y | +2.7% | +262.8% | -260.2% | -46.3% |
| All | +2.7% | +263.1% | -260.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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