+444.7%
APLD vs NVMI
+278.4%
+166.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.4% |
| 30D | -15.2% | -8.4% | -6.8% | -9.4% |
| 3M | -36.3% | -33.6% | -2.7% | -15.6% |
| 6M | -7.4% | -14.7% | +7.3% | +3.0% |
| YTD | +7.7% | +13.2% | -5.5% | +1.4% |
| 1Y | +53.8% | +29.0% | +24.8% | +33.9% |
| 3Y | +407.1% | +215.0% | +192.1% | +113.3% |
| All | +444.7% | +278.4% | +166.3% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling