+437.5%
AMT vs NVMI
+1,967.2%
-1,529.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.6% |
| 7D | -0.2% | +6.6% | -6.8% | -0.9% |
| 30D | +4.6% | -7.5% | +12.2% | +5.3% |
| 3M | -8.4% | -28.5% | +20.0% | -6.3% |
| 6M | -6.0% | -15.7% | +9.7% | -5.9% |
| YTD | +2.1% | +13.3% | -11.2% | -1.2% |
| 1Y | -6.4% | +48.3% | -54.7% | -12.3% |
| 3Y | +8.1% | +191.2% | -183.2% | -9.6% |
| 5Y | -31.9% | +268.7% | -300.6% | -45.4% |
| 10Y | +97.1% | +3,034.8% | -2,937.7% | +21.5% |
| All | +437.5% | +1,967.2% | -1,529.7% | +125.0% |
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