+492.1%
AMT vs NVMI
+1,665.9%
-1,173.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | +1.5% | +1.5% | 0.0% | +1.3% |
| 30D | +6.8% | -4.1% | +10.9% | +7.0% |
| 3M | +11.2% | -22.8% | +34.0% | +13.4% |
| 6M | +12.5% | -36.9% | +49.4% | +15.7% |
| YTD | +12.5% | -3.2% | +15.7% | +10.1% |
| 1Y | +10.1% | +7.1% | +3.0% | +6.5% |
| 3Y | +16.0% | +181.5% | -165.5% | -3.1% |
| 5Y | -17.2% | +141.2% | -158.4% | -30.6% |
| 10Y | +135.2% | +2,463.4% | -2,328.1% | +47.3% |
| All | +492.1% | +1,665.9% | -1,173.8% | +150.7% |
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