+145.7%
AMDL vs NVMI
+91.7%
+54.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.8% | +15.7% | +16.8% |
| 7D | +103.5% | +16.9% | +86.7% | +69.4% |
| 30D | -18.3% | -4.3% | -14.0% | -6.3% |
| 3M | +20.1% | -19.3% | +39.3% | +71.3% |
| 6M | +15.9% | -33.6% | +49.5% | +129.4% |
| YTD | +303.0% | -0.2% | +303.3% | +447.9% |
| 1Y | +164.0% | +5.1% | +158.9% | +242.6% |
| All | +145.7% | +91.7% | +54.0% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling