+5,307.1%
AGI vs NVMI
+14,713.1%
-9,406.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -2.7% | -0.1% | -2.7% | -2.7% |
| 30D | +7.2% | -8.4% | +15.6% | +7.8% |
| 3M | +4.3% | -33.6% | +37.8% | +6.6% |
| 6M | -27.1% | -14.7% | -12.4% | -26.6% |
| YTD | -6.6% | +13.2% | -19.8% | -7.5% |
| 1Y | +9.5% | +29.0% | -19.5% | +7.7% |
| 3Y | +208.4% | +215.0% | -6.5% | +186.4% |
| 5Y | +401.6% | +268.6% | +133.1% | +359.5% |
| 10Y | +387.3% | +3,124.7% | -2,737.4% | +307.3% |
| All | +5,307.1% | +14,713.1% | -9,406.0% | +4,535.7% |
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 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