+633.4%
AU vs NVMI
+1,965.6%
-1,332.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +7.3% | -8.4% | +15.7% | +7.8% |
| 3M | +26.3% | -33.6% | +59.9% | +29.0% |
| 6M | +1.8% | -14.7% | +16.4% | +2.5% |
| YTD | +26.8% | +13.2% | +13.6% | +26.0% |
| 1Y | +66.7% | +29.0% | +37.7% | +64.5% |
| 3Y | +579.1% | +215.0% | +364.1% | +537.6% |
| 5Y | +689.3% | +268.6% | +420.8% | +631.5% |
| 10Y | +686.6% | +3,124.7% | -2,438.1% | +567.6% |
| All | +633.4% | +1,965.6% | -1,332.2% | +511.9% |
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