+1,171.6%
AMD vs NVMI
+1,639.9%
-468.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.7% | -0.7% | +8.1% |
| 7D | -11.0% | +0.3% | -11.3% | -10.8% |
| 30D | -30.5% | -17.1% | -13.4% | -26.6% |
| 3M | -8.2% | -17.9% | +9.6% | -3.0% |
| 6M | +6.6% | -41.4% | +48.0% | +23.3% |
| YTD | +109.7% | -4.6% | +114.3% | +116.9% |
| 1Y | +88.9% | -0.3% | +89.2% | +93.5% |
| 3Y | +301.8% | +214.5% | +87.4% | +216.0% |
| 5Y | +229.4% | +148.5% | +80.9% | +177.7% |
| 10Y | +6,745.1% | +2,435.9% | +4,309.3% | +3,820.6% |
| All | +1,171.6% | +1,639.9% | -468.3% | +328.8% |
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