+275.2%
ADP vs NVMI
+3,108.0%
-2,832.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -5.7% | +3.8% | -9.5% | -6.2% |
| 30D | -1.4% | -7.6% | +6.2% | -0.5% |
| 3M | +16.6% | -28.0% | +44.6% | +20.3% |
| 6M | +24.9% | -15.3% | +40.2% | +23.8% |
| YTD | +5.6% | +11.5% | -5.9% | -1.4% |
| 1Y | -6.0% | +31.6% | -37.6% | -15.7% |
| 3Y | +14.5% | +207.0% | -192.5% | -21.1% |
| 5Y | +47.9% | +262.8% | -215.0% | -6.1% |
| All | +275.2% | +3,108.0% | -2,832.8% | +60.7% |
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