-80.6%
ABCL vs NVMI
+447.2%
-527.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -3.4% |
| 7D | +0.7% | +6.6% | -5.9% | -2.0% |
| 30D | +93.1% | -7.5% | +100.6% | +98.4% |
| 3M | +79.4% | -28.5% | +107.9% | +101.1% |
| 6M | +214.9% | -15.7% | +230.6% | +223.0% |
| YTD | +234.2% | +13.3% | +220.9% | +199.3% |
| 1Y | +174.8% | +48.3% | +126.5% | +121.2% |
| 3Y | +104.5% | +191.2% | -86.8% | +11.1% |
| 5Y | -39.0% | +268.7% | -307.7% | -73.0% |
| All | -80.6% | +447.2% | -527.8% | -92.0% |
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 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