+15.8%
APD vs NVMI
+148.5%
-132.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.7% |
| 7D | +2.2% | +16.9% | -14.7% | +0.7% |
| 30D | +9.4% | -4.3% | +13.7% | +9.7% |
| 3M | +4.7% | -19.3% | +24.0% | +6.3% |
| 6M | +5.5% | -33.6% | +39.1% | +8.3% |
| YTD | +31.4% | -0.2% | +31.6% | +27.4% |
| 1Y | +24.1% | +5.1% | +19.0% | +19.3% |
| 3Y | +28.8% | +193.2% | -164.4% | -4.4% |
| 5Y | +15.8% | +148.6% | -132.9% | -17.3% |
| All | +15.8% | +148.5% | -132.7% | -17.3% |
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