+268.9%
AMAT vs NVMI
+265.1%
+3.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.6% | +3.0% |
| 7D | +7.0% | +11.7% | -4.7% | -1.6% |
| 30D | -12.2% | -4.0% | -8.2% | -9.8% |
| 3M | -3.8% | -25.8% | +21.9% | +20.9% |
| 6M | +45.9% | -8.3% | +54.2% | +56.2% |
| YTD | +84.6% | +14.8% | +69.8% | +67.8% |
| 1Y | +193.4% | +37.9% | +155.5% | +132.2% |
| 3Y | +228.1% | +216.3% | +11.8% | +19.3% |
| 5Y | +268.9% | +277.2% | -8.2% | +14.9% |
| All | +268.9% | +265.1% | +3.8% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling