+881.3%
AMAT vs NVMI
+1,751.3%
-870.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.4% | +5.0% | +9.8% |
| 7D | -1.1% | +9.6% | -10.7% | -3.0% |
| 30D | -26.9% | -5.6% | -21.3% | -25.7% |
| 3M | -31.2% | -15.2% | -16.0% | -28.2% |
| 6M | -14.7% | -36.1% | +21.4% | -4.1% |
| YTD | +44.7% | +1.5% | +43.2% | +47.8% |
| 1Y | +62.0% | +8.3% | +53.6% | +63.2% |
| 3Y | +165.0% | +212.6% | -47.7% | +116.3% |
| 5Y | +147.1% | +158.4% | -11.3% | +111.7% |
| 10Y | +1,315.3% | +2,587.4% | -1,272.2% | +798.7% |
| All | +881.3% | +1,751.3% | -870.0% | +377.3% |
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