-11.1%
AMRZ vs NVMI
+5.1%
-16.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.4% | -4.1% | +1.3% |
| 7D | -1.1% | +9.6% | -10.7% | -2.5% |
| 30D | +18.3% | -5.6% | +23.9% | +19.3% |
| 3M | -8.0% | -15.2% | +7.2% | -5.7% |
| 6M | -18.7% | -36.1% | +17.4% | -13.7% |
| YTD | -19.8% | +1.5% | -21.3% | -24.8% |
| All | -11.1% | +5.1% | -16.2% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling