+101.1%
ACM vs NVMI
+2,494.8%
-2,393.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.5% | +1.3% |
| 7D | +5.6% | +1.5% | +4.1% | +5.2% |
| 30D | +20.8% | -4.1% | +24.9% | +21.4% |
| 3M | +11.4% | -22.8% | +34.2% | +17.4% |
| 6M | +0.9% | -36.9% | +37.8% | +9.0% |
| YTD | -24.8% | -3.2% | -21.6% | -28.5% |
| 1Y | -46.4% | +7.1% | -53.5% | -50.6% |
| 3Y | -9.2% | +181.5% | -190.7% | -43.1% |
| 5Y | +5.0% | +141.2% | -136.2% | -33.7% |
| All | +101.1% | +2,494.8% | -2,393.7% | -42.2% |
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 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