+25.3%
APD vs NVMI
+274.3%
-249.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -4.6% | +6.9% | -11.5% | -5.2% |
| 30D | -4.2% | -2.8% | -1.4% | -4.1% |
| 3M | +5.0% | -27.3% | +32.3% | +7.5% |
| 6M | +8.9% | -13.7% | +22.6% | +8.9% |
| YTD | +21.9% | +13.8% | +8.1% | +17.2% |
| 1Y | +5.6% | +34.9% | -29.3% | -1.6% |
| 3Y | +6.9% | +213.5% | -206.6% | -19.6% |
| 5Y | +25.3% | +272.5% | -247.1% | -12.5% |
| All | +25.3% | +274.3% | -249.0% | -12.5% |
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