+295.8%
AFL vs NVMI
+3,158.6%
-2,862.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.6% | -0.1% | -1.6% | -1.6% |
| 30D | -4.0% | -8.4% | +4.4% | -3.2% |
| 3M | -0.5% | -33.6% | +33.1% | +3.5% |
| 6M | +6.5% | -14.7% | +21.2% | +6.4% |
| YTD | +6.2% | +13.2% | -7.0% | +1.4% |
| 1Y | +8.3% | +29.0% | -20.7% | +0.8% |
| 3Y | +62.5% | +215.0% | -152.4% | +21.7% |
| 5Y | +136.2% | +268.6% | -132.4% | +64.2% |
| All | +295.8% | +3,158.6% | -2,862.8% | +95.4% |
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 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