-32.2%
AAL vs NVMI
+263.1%
-295.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -0.9% | +3.8% | -4.7% | -2.2% |
| 30D | -16.0% | -7.6% | -8.4% | -14.0% |
| 3M | -4.2% | -28.0% | +23.7% | +4.8% |
| 6M | +15.7% | -15.3% | +31.0% | +18.1% |
| YTD | -16.2% | +11.5% | -27.6% | -23.4% |
| 1Y | +0.2% | +31.6% | -31.4% | -14.4% |
| 3Y | -8.1% | +207.0% | -215.1% | -50.8% |
| 5Y | -32.2% | +262.8% | -295.0% | -65.5% |
| All | -32.2% | +263.1% | -295.3% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling