+138.1%
ABCL vs NVMI
-35.9%
+174.0%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.4% | -1.2% | +3.0% |
| 7D | +12.4% | +9.6% | +2.8% | +8.8% |
| 30D | -0.4% | -5.6% | +5.2% | +0.7% |
| 3M | +80.4% | -15.2% | +95.6% | +86.0% |
| All | +138.1% | -35.9% | +174.0% | +154.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling