+296.4%
ARM vs NVMI
+218.3%
+78.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.5% | -1.6% | 0.0% |
| 7D | +5.5% | +6.6% | -1.1% | +0.6% |
| 30D | -8.2% | -7.5% | -0.7% | -3.3% |
| 3M | -35.9% | -28.5% | -7.4% | -18.3% |
| 6M | +103.1% | -15.7% | +118.9% | +129.7% |
| YTD | +130.6% | +13.3% | +117.3% | +107.3% |
| 1Y | +86.1% | +48.3% | +37.8% | +34.4% |
| All | +296.4% | +218.3% | +78.2% | +60.0% |
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