+244.2%
APA vs NVMI
+1,665.9%
-1,421.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.9% |
| 7D | +8.5% | +1.5% | +7.0% | +8.4% |
| 30D | +2.8% | -4.1% | +6.9% | +3.0% |
| 3M | +21.7% | -22.8% | +44.5% | +23.9% |
| 6M | +32.6% | -36.9% | +69.5% | +36.2% |
| YTD | +103.7% | -3.2% | +106.9% | +99.9% |
| 1Y | +101.8% | +7.1% | +94.7% | +96.0% |
| 3Y | +48.1% | +181.5% | -133.4% | +29.3% |
| 5Y | +91.9% | +141.2% | -49.3% | +68.4% |
| 10Y | +8.4% | +2,463.4% | -2,455.0% | -17.4% |
| All | +244.2% | +1,665.9% | -1,421.7% | +160.2% |
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 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