-35.7%
AUR vs NVMI
+308.9%
-344.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.6% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -6.4% | -8.4% | +2.0% | -1.0% |
| 3M | +7.7% | -33.6% | +41.3% | +35.8% |
| 6M | +44.5% | -14.7% | +59.2% | +50.0% |
| YTD | +67.4% | +13.2% | +54.2% | +41.0% |
| 1Y | +15.4% | +29.0% | -13.6% | -12.2% |
| 3Y | +94.8% | +215.0% | -120.1% | -31.4% |
| 5Y | -35.1% | +268.6% | -303.7% | -76.5% |
| All | -35.7% | +308.9% | -344.6% | -76.9% |
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