+131.9%
AS vs NVMI
+134.2%
-2.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.6% | -7.0% | -3.6% |
| 7D | -3.0% | +15.3% | -18.4% | -6.7% |
| 30D | +9.6% | +0.1% | +9.5% | +9.0% |
| 3M | -8.2% | -14.0% | +5.8% | -5.5% |
| 6M | -9.9% | -35.2% | +25.3% | -2.0% |
| YTD | -16.8% | +3.7% | -20.5% | -22.7% |
| 1Y | +3.0% | +10.3% | -7.3% | -6.4% |
| All | +131.9% | +134.2% | -2.3% | +44.8% |
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