-82.2%
ABCL vs NVMI
+438.3%
-520.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -4.5% |
| 7D | -9.6% | +3.8% | -13.4% | -11.0% |
| 30D | +7.2% | -7.6% | +14.7% | +10.7% |
| 3M | +105.5% | -28.0% | +133.5% | +129.6% |
| 6M | +193.0% | -15.3% | +208.3% | +200.0% |
| YTD | +205.8% | +11.5% | +194.4% | +175.8% |
| 1Y | +144.4% | +31.6% | +112.8% | +106.8% |
| 3Y | +93.3% | +207.0% | -113.6% | +2.3% |
| 5Y | -44.9% | +262.8% | -307.8% | -75.4% |
| All | -82.2% | +438.3% | -520.5% | -92.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling