+324.9%
ACGL vs NVMI
+2,494.8%
-2,169.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.7% |
| 7D | +2.2% | +1.5% | +0.7% | +2.0% |
| 30D | +12.3% | -4.1% | +16.4% | +12.5% |
| 3M | +11.8% | -22.8% | +34.6% | +14.5% |
| 6M | +17.5% | -36.9% | +54.3% | +21.6% |
| YTD | +14.3% | -3.2% | +17.5% | +9.6% |
| 1Y | +18.2% | +7.1% | +11.1% | +11.3% |
| 3Y | +33.2% | +181.5% | -148.3% | -4.1% |
| 5Y | +174.3% | +141.2% | +33.1% | +97.9% |
| All | +324.9% | +2,494.8% | -2,169.8% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling