-78.8%
ABCL vs NVMI
+379.0%
-457.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.6% |
| 7D | +2.3% | +7.6% | -5.3% | -0.7% |
| 30D | -0.7% | -7.7% | +7.1% | +2.9% |
| 3M | +33.4% | -15.4% | +48.8% | +42.8% |
| 6M | +137.8% | -37.5% | +175.3% | +177.8% |
| YTD | +264.3% | -0.8% | +265.1% | +244.4% |
| 1Y | +209.2% | +2.4% | +206.8% | +188.0% |
| 3Y | +208.4% | +191.5% | +17.0% | +66.9% |
| 5Y | -11.9% | +156.3% | -168.2% | -52.5% |
| All | -78.8% | +379.0% | -457.8% | -90.8% |
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