+69.0%
BAM vs NVMI
+320.3%
-251.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -6.1% | +3.8% | -9.8% | -6.8% |
| 30D | -13.8% | -7.6% | -6.3% | -12.6% |
| 3M | +4.4% | -28.0% | +32.4% | +10.0% |
| 6M | +6.4% | -15.3% | +21.7% | +7.2% |
| YTD | -7.1% | +11.5% | -18.5% | -12.7% |
| 1Y | -11.8% | +31.6% | -43.4% | -20.7% |
| 3Y | +50.2% | +207.0% | -156.8% | +1.6% |
| All | +69.0% | +320.3% | -251.3% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling