+1,465.7%
AMD vs NVMI
+1,792.3%
-326.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.7% | +6.1% |
| 7D | +13.1% | +15.3% | -2.2% | +9.6% |
| 30D | -7.0% | +0.1% | -7.0% | -6.2% |
| 3M | +16.6% | -14.0% | +30.5% | +22.0% |
| 6M | +20.5% | -35.2% | +55.8% | +36.1% |
| YTD | +158.2% | +3.7% | +154.4% | +161.8% |
| 1Y | +132.8% | +10.3% | +122.5% | +132.9% |
| 3Y | +366.2% | +204.8% | +161.4% | +268.5% |
| 5Y | +278.7% | +158.9% | +119.8% | +215.3% |
| 10Y | +8,164.6% | +2,646.9% | +5,517.6% | +4,543.2% |
| All | +1,465.7% | +1,792.3% | -326.6% | +417.6% |
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