+15.8%
ACGL vs NVMI
-36.0%
+51.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | -0.6% |
| 7D | -1.2% | +16.9% | -18.1% | +1.9% |
| 30D | +12.8% | -4.3% | +17.1% | +12.5% |
| 3M | +12.3% | -19.3% | +31.6% | +9.4% |
| 6M | +15.8% | -33.6% | +49.4% | +10.1% |
| All | +15.8% | -36.0% | +51.8% | +10.1% |
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