+185.4%
ARM vs NVMI
+178.6%
+6.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -0.9% |
| 7D | -10.4% | +7.6% | -18.0% | -15.1% |
| 30D | -31.8% | -7.7% | -24.1% | -27.2% |
| 3M | -32.2% | -15.4% | -16.9% | -22.6% |
| 6M | -14.9% | -37.5% | +22.6% | +19.7% |
| YTD | +66.0% | -0.8% | +66.9% | +66.5% |
| 1Y | +17.2% | +2.4% | +14.8% | +14.1% |
| 3Y | +247.2% | +191.5% | +55.8% | +51.9% |
| All | +185.4% | +178.6% | +6.8% | +28.5% |
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 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