+5,842.3%
ACGL vs NVMI
+1,967.2%
+3,875.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.0% |
| 7D | -0.7% | +6.6% | -7.3% | -1.1% |
| 30D | -1.0% | -7.5% | +6.5% | -0.7% |
| 3M | +11.0% | -28.5% | +39.5% | +12.5% |
| 6M | -0.3% | -15.7% | +15.4% | -0.2% |
| YTD | +2.3% | +13.3% | -11.0% | +0.4% |
| 1Y | +6.4% | +48.3% | -41.9% | +2.5% |
| 3Y | +34.0% | +191.2% | -157.3% | +21.8% |
| 5Y | +161.6% | +268.7% | -107.0% | +132.4% |
| 10Y | +278.6% | +3,034.8% | -2,756.2% | +200.6% |
| All | +5,842.3% | +1,967.2% | +3,875.1% | +4,225.2% |
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