+6,449.3%
ACGL vs NVMI
+1,751.3%
+4,698.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.4% | -5.6% | +0.4% |
| 7D | -1.1% | +9.6% | -10.7% | -1.6% |
| 30D | +13.1% | -5.6% | +18.7% | +13.3% |
| 3M | +9.8% | -15.2% | +25.0% | +10.4% |
| 6M | +15.3% | -36.1% | +51.3% | +17.1% |
| YTD | +12.7% | +1.5% | +11.2% | +11.1% |
| 1Y | +20.7% | +8.3% | +12.4% | +18.4% |
| 3Y | +34.3% | +212.6% | -178.3% | +21.2% |
| 5Y | +170.6% | +158.4% | +12.2% | +145.0% |
| 10Y | +330.6% | +2,587.4% | -2,256.8% | +243.8% |
| All | +6,449.3% | +1,751.3% | +4,698.0% | +4,684.5% |
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