+273.1%
ACGL vs NVMI
+3,108.0%
-2,834.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -3.6% | +3.8% | -7.4% | -4.1% |
| 30D | -2.1% | -7.6% | +5.5% | -1.3% |
| 3M | +5.4% | -28.0% | +33.4% | +8.5% |
| 6M | 0.0% | -15.3% | +15.3% | -0.3% |
| YTD | +0.3% | +11.5% | -11.2% | -4.9% |
| 1Y | +6.2% | +31.6% | -25.4% | -2.7% |
| 3Y | +30.9% | +207.0% | -176.0% | -5.4% |
| 5Y | +159.8% | +262.8% | -103.0% | +72.1% |
| All | +273.1% | +3,108.0% | -2,834.8% | +68.0% |
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