+228.1%
ACM vs NVMI
+12,683.4%
-12,455.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -1.0% |
| 7D | -0.3% | +11.7% | -12.0% | -1.9% |
| 30D | -12.9% | -4.0% | -8.9% | -12.6% |
| 3M | -6.4% | -25.8% | +19.4% | -3.3% |
| 6M | -29.2% | -8.3% | -20.9% | -29.5% |
| YTD | -29.9% | +14.8% | -44.8% | -32.7% |
| 1Y | -47.3% | +37.9% | -85.1% | -50.9% |
| 3Y | -19.6% | +216.3% | -235.9% | -36.0% |
| 5Y | +5.5% | +277.2% | -271.7% | -19.2% |
| 10Y | +129.7% | +3,074.3% | -2,944.6% | +34.7% |
| All | +228.1% | +12,683.4% | -12,455.3% | +62.5% |
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