+1,824.5%
ALB vs NVMI
+1,967.2%
-142.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -5.1% |
| 7D | -8.1% | +6.6% | -14.7% | -8.9% |
| 30D | +6.3% | -7.5% | +13.8% | +7.1% |
| 3M | -23.6% | -28.5% | +4.9% | -20.7% |
| 6M | -24.6% | -15.7% | -8.9% | -23.7% |
| YTD | -10.3% | +13.3% | -23.6% | -12.5% |
| 1Y | +61.5% | +48.3% | +13.2% | +52.3% |
| 3Y | -34.0% | +191.2% | -225.2% | -43.3% |
| 5Y | -44.6% | +268.7% | -313.3% | -53.6% |
| 10Y | +76.1% | +3,034.8% | -2,958.7% | +24.0% |
| All | +1,824.5% | +1,967.2% | -142.7% | +1,051.8% |
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