-3.7%
APA vs NVMI
+3,158.6%
-3,162.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | 0.0% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +11.9% | -8.4% | +20.3% | +14.1% |
| 3M | +22.5% | -33.6% | +56.0% | +34.0% |
| 6M | +37.5% | -14.7% | +52.2% | +35.8% |
| YTD | +87.2% | +13.2% | +73.9% | +66.0% |
| 1Y | +101.4% | +29.0% | +72.4% | +68.5% |
| 3Y | +16.9% | +215.0% | -198.1% | -37.8% |
| 5Y | +178.4% | +268.6% | -90.1% | +30.0% |
| All | -3.7% | +3,158.6% | -3,162.3% | -75.0% |
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 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