+96.6%
AMCR vs NVMI
+4,556.9%
-4,460.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -5.0% | +3.8% | -8.7% | -5.4% |
| 30D | -8.0% | -7.6% | -0.4% | -7.3% |
| 3M | +14.3% | -28.0% | +42.3% | +17.7% |
| 6M | +5.3% | -15.3% | +20.6% | +6.2% |
| YTD | +7.7% | +11.5% | -3.7% | +4.9% |
| 1Y | +10.8% | +31.6% | -20.7% | +5.3% |
| 3Y | +9.6% | +207.0% | -197.4% | -9.7% |
| 5Y | -10.2% | +262.8% | -273.0% | -29.0% |
| 10Y | +16.5% | +3,074.6% | -3,058.1% | -17.8% |
| All | +96.6% | +4,556.9% | -4,460.3% | +40.2% |
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