-13.6%
AA vs NVMI
+1,995.1%
-2,008.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +3.3% |
| 7D | +1.7% | +11.7% | -10.0% | -0.1% |
| 30D | +3.3% | -4.0% | +7.4% | +3.9% |
| 3M | -29.4% | -25.8% | -3.7% | -26.5% |
| 6M | -12.8% | -8.3% | -4.5% | -12.6% |
| YTD | -2.1% | +14.8% | -17.0% | -5.1% |
| 1Y | +62.8% | +37.9% | +24.9% | +53.6% |
| 3Y | +90.5% | +216.3% | -125.8% | +56.9% |
| 5Y | +19.1% | +277.2% | -258.1% | -4.8% |
| 10Y | +124.8% | +3,074.3% | -2,949.5% | +43.1% |
| All | -13.6% | +1,995.1% | -2,008.6% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling