+1,815.1%
APD vs NVMI
+1,976.9%
-161.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.8% |
| 7D | -4.6% | +6.9% | -11.5% | -5.1% |
| 30D | -4.2% | -2.8% | -1.4% | -4.1% |
| 3M | +5.0% | -27.3% | +32.3% | +6.9% |
| 6M | +8.9% | -13.7% | +22.6% | +9.2% |
| YTD | +21.9% | +13.8% | +8.1% | +19.4% |
| 1Y | +5.6% | +34.9% | -29.3% | +1.7% |
| 3Y | +6.9% | +213.5% | -206.6% | -5.0% |
| 5Y | +25.3% | +272.5% | -247.1% | +9.2% |
| 10Y | +169.1% | +3,142.4% | -2,973.4% | +103.8% |
| All | +1,815.1% | +1,976.9% | -161.9% | +1,043.2% |
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