+396.9%
APP vs NVMI
+289.9%
+106.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.0% |
| 7D | +1.1% | -0.1% | +1.1% | +1.0% |
| 30D | +6.6% | -8.4% | +15.0% | +12.0% |
| 3M | -32.3% | -33.6% | +1.3% | -15.4% |
| 6M | -29.8% | -14.7% | -15.1% | -30.4% |
| YTD | -51.9% | +13.2% | -65.1% | -61.1% |
| 1Y | -43.3% | +29.0% | -72.3% | -59.2% |
| 3Y | +664.1% | +215.0% | +449.1% | +144.6% |
| 5Y | +318.7% | +268.6% | +50.1% | +23.4% |
| All | +396.9% | +289.9% | +106.9% | +36.9% |
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 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