+6,512.9%
ACGL vs NVMI
+1,792.3%
+4,720.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -0.2% |
| 7D | -1.4% | +15.3% | -16.7% | -2.2% |
| 30D | +12.4% | +0.1% | +12.3% | +12.2% |
| 3M | +11.1% | -14.0% | +25.1% | +11.7% |
| 6M | +16.3% | -35.2% | +51.6% | +18.1% |
| YTD | +13.8% | +3.7% | +10.1% | +12.0% |
| 1Y | +20.4% | +10.3% | +10.1% | +18.0% |
| 3Y | +33.6% | +204.8% | -171.2% | +20.8% |
| 5Y | +176.8% | +158.9% | +18.0% | +150.7% |
| 10Y | +324.6% | +2,646.9% | -2,322.4% | +238.6% |
| All | +6,512.9% | +1,792.3% | +4,720.6% | +4,725.1% |
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 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