-87.2%
ADVB vs NVMI
+69.1%
-156.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.0% |
| 7D | -3.8% | +6.6% | -10.4% | -4.1% |
| 30D | +17.6% | -7.5% | +25.1% | +18.1% |
| 3M | +119.1% | -28.5% | +147.6% | +125.0% |
| 6M | +103.4% | -15.7% | +119.1% | +102.3% |
| YTD | +59.8% | +13.3% | +46.5% | +45.7% |
| 1Y | +8.5% | +48.3% | -39.7% | -11.4% |
| All | -87.2% | +69.1% | -156.3% | -90.8% |
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