+137.8%
AS vs NVMI
+123.9%
+13.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.3% |
| 7D | +4.5% | +7.6% | -3.1% | +2.4% |
| 30D | +13.2% | -7.7% | +21.0% | +15.1% |
| 3M | -11.9% | -15.4% | +3.4% | -9.1% |
| 6M | -11.6% | -37.5% | +25.9% | -2.9% |
| YTD | -14.7% | -0.8% | -13.9% | -19.8% |
| 1Y | +5.7% | +2.4% | +3.3% | -1.9% |
| All | +137.8% | +123.9% | +13.8% | +50.2% |
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 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