+66.7%
AU vs NVMI
+32.8%
+33.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | +7.3% | -8.4% | +15.7% | +10.5% |
| 3M | +26.3% | -33.6% | +59.9% | +44.7% |
| 6M | +1.8% | -14.7% | +16.4% | +3.8% |
| YTD | +26.8% | +13.2% | +13.6% | +18.8% |
| 1Y | +66.7% | +29.0% | +37.7% | +46.8% |
| All | +66.7% | +32.8% | +33.9% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling