+1,105.2%
ADP vs NVMI
+1,967.2%
-862.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.6% | -2.4% |
| 7D | -3.4% | +6.6% | -10.0% | -3.8% |
| 30D | +2.8% | -7.5% | +10.3% | +3.2% |
| 3M | +20.9% | -28.5% | +49.4% | +22.7% |
| 6M | +29.9% | -15.7% | +45.6% | +29.8% |
| YTD | +9.6% | +13.3% | -3.7% | +7.1% |
| 1Y | -5.3% | +48.3% | -53.5% | -9.4% |
| 3Y | +16.5% | +191.2% | -174.8% | +4.4% |
| 5Y | +49.4% | +268.7% | -219.3% | +30.9% |
| 10Y | +282.2% | +3,034.8% | -2,752.6% | +195.8% |
| All | +1,105.2% | +1,967.2% | -862.0% | +701.5% |
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