+1,966.6%
APD vs NVMI
+1,665.9%
+300.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.3% |
| 7D | +3.8% | +1.5% | +2.3% | +3.7% |
| 30D | +8.2% | -4.1% | +12.3% | +8.4% |
| 3M | +4.3% | -22.8% | +27.0% | +5.9% |
| 6M | +4.7% | -36.9% | +41.6% | +7.2% |
| YTD | +31.5% | -3.2% | +34.8% | +30.0% |
| 1Y | +23.5% | +7.1% | +16.5% | +21.1% |
| 3Y | +29.1% | +181.5% | -152.4% | +15.5% |
| 5Y | +15.9% | +141.2% | -125.3% | +3.9% |
| 10Y | +191.9% | +2,463.4% | -2,271.5% | +124.1% |
| All | +1,966.6% | +1,665.9% | +300.7% | +1,144.9% |
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