+207.8%
APA vs NVMI
+1,995.1%
-1,787.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | -1.7% | +11.7% | -13.4% | -2.6% |
| 30D | +15.7% | -4.0% | +19.8% | +16.0% |
| 3M | +16.5% | -25.8% | +42.2% | +18.6% |
| 6M | +35.1% | -8.3% | +43.4% | +34.2% |
| YTD | +82.2% | +14.8% | +67.4% | +76.7% |
| 1Y | +102.5% | +37.9% | +64.6% | +92.5% |
| 3Y | +10.3% | +216.3% | -206.0% | -4.4% |
| 5Y | +166.1% | +277.2% | -111.1% | +125.9% |
| 10Y | -4.9% | +3,074.3% | -3,079.2% | -28.4% |
| All | +207.8% | +1,995.1% | -1,787.2% | +130.1% |
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 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