+20.0%
AWK vs NVMI
-11.6%
+31.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +1.9% |
| 7D | +7.0% | -11.8% | +18.8% | +5.6% |
| 30D | +17.0% | -24.8% | +41.9% | +13.8% |
| 3M | +12.4% | -28.6% | +41.0% | +8.9% |
| 6M | +19.6% | -40.0% | +59.6% | +14.8% |
| YTD | +17.0% | -10.1% | +27.1% | +16.3% |
| 1Y | +20.0% | -9.8% | +29.8% | +19.5% |
| All | +20.0% | -11.6% | +31.6% | +19.5% |
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