+579.1%
AU vs NVMI
+207.9%
+371.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -4.3% | -0.1% | -4.2% | -4.2% |
| 30D | +7.3% | -8.4% | +15.7% | +9.0% |
| 3M | +26.3% | -33.6% | +59.9% | +35.4% |
| 6M | +1.8% | -14.7% | +16.4% | +4.4% |
| YTD | +26.8% | +13.2% | +13.6% | +26.3% |
| 1Y | +66.7% | +29.0% | +37.7% | +63.7% |
| 3Y | +579.1% | +215.0% | +364.1% | +632.0% |
| All | +579.1% | +207.9% | +371.2% | +632.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling