+44.5%
AUR vs NVMI
-14.3%
+58.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.9% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -6.4% | -8.4% | +2.0% | -2.8% |
| 3M | +7.7% | -33.6% | +41.3% | +23.7% |
| 6M | +44.5% | -14.7% | +59.2% | +47.3% |
| All | +44.5% | -14.3% | +58.8% | +47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling