+158.3%
APA vs NVMI
+261.9%
-103.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.2% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +11.9% | -8.4% | +20.3% | +13.2% |
| 3M | +22.5% | -33.6% | +56.0% | +29.2% |
| 6M | +37.5% | -14.7% | +52.2% | +36.1% |
| YTD | +87.2% | +13.2% | +73.9% | +72.3% |
| 1Y | +101.4% | +29.0% | +72.4% | +78.0% |
| 3Y | +16.9% | +215.0% | -198.1% | -26.2% |
| All | +158.3% | +261.9% | -103.6% | +44.1% |
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