+17.6%
AFL vs NVMI
-11.6%
+29.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.8% |
| 7D | +2.9% | -11.8% | +14.7% | +2.0% |
| 30D | +11.5% | -24.8% | +36.3% | +9.4% |
| 3M | +0.6% | -28.6% | +29.2% | -1.4% |
| 6M | +11.7% | -40.0% | +51.7% | +8.4% |
| YTD | +15.4% | -10.1% | +25.5% | +13.1% |
| 1Y | +17.6% | -9.8% | +27.3% | +15.4% |
| All | +17.6% | -11.6% | +29.1% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling