+886.6%
AMAT vs NVMI
+1,709.4%
-822.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.1% |
| 7D | -2.5% | +7.6% | -10.1% | -4.0% |
| 30D | -26.5% | -7.7% | -18.8% | -24.9% |
| 3M | -28.6% | -15.4% | -13.2% | -25.4% |
| 6M | -14.2% | -37.5% | +23.3% | -3.1% |
| YTD | +45.5% | -0.8% | +46.3% | +49.4% |
| 1Y | +59.3% | +2.4% | +57.0% | +62.6% |
| 3Y | +153.1% | +191.5% | -38.4% | +109.6% |
| 5Y | +158.2% | +156.3% | +1.8% | +121.8% |
| 10Y | +1,370.8% | +2,539.4% | -1,168.6% | +838.5% |
| All | +886.6% | +1,709.4% | -822.9% | +382.4% |
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