-17.4%
AA vs NVMI
+140.3%
-157.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.7% |
| 7D | +0.5% | +1.5% | -1.0% | 0.0% |
| 30D | -0.6% | -4.1% | +3.5% | +0.6% |
| 3M | -19.7% | -22.8% | +3.1% | -12.6% |
| 6M | -41.6% | -36.9% | -4.7% | -33.0% |
| YTD | -24.6% | -3.2% | -21.4% | -27.8% |
| 1Y | +4.9% | +7.1% | -2.2% | -3.4% |
| 3Y | +66.8% | +181.5% | -114.7% | -6.7% |
| All | -17.4% | +140.3% | -157.7% | -55.7% |
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