+122.5%
AMP vs NVMI
+261.9%
-139.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.4% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -1.3% | -8.4% | +7.1% | +0.2% |
| 3M | +24.2% | -33.6% | +57.8% | +33.3% |
| 6M | +24.6% | -14.7% | +39.2% | +24.4% |
| YTD | +14.8% | +13.2% | +1.6% | +6.1% |
| 1Y | +12.8% | +29.0% | -16.2% | -0.2% |
| 3Y | +69.0% | +215.0% | -146.0% | +3.9% |
| All | +122.5% | +261.9% | -139.4% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling