+1,104.2%
AMAT vs NVMI
+1,967.2%
-863.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.0% |
| 7D | -1.5% | +6.6% | -8.1% | -3.0% |
| 30D | -14.8% | -7.5% | -7.3% | -13.3% |
| 3M | -9.3% | -28.5% | +19.2% | -0.9% |
| 6M | +27.4% | -15.7% | +43.1% | +34.4% |
| YTD | +77.6% | +13.3% | +64.3% | +76.0% |
| 1Y | +188.9% | +48.3% | +140.7% | +170.7% |
| 3Y | +202.3% | +191.2% | +11.0% | +147.9% |
| 5Y | +248.9% | +268.7% | -19.8% | +178.7% |
| 10Y | +1,585.2% | +3,034.8% | -1,449.6% | +933.3% |
| All | +1,104.2% | +1,967.2% | -863.0% | +468.4% |
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 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