-16.8%
ALC vs NVMI
+209.6%
-226.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -5.3% | +6.9% | -12.2% | -5.8% |
| 30D | -7.1% | -2.8% | -4.2% | -6.9% |
| 3M | +0.8% | -27.3% | +28.1% | +2.9% |
| 6M | -16.0% | -13.7% | -2.3% | -16.5% |
| YTD | -12.7% | +13.8% | -26.6% | -16.3% |
| 1Y | -12.8% | +34.9% | -47.7% | -18.4% |
| All | -16.8% | +209.6% | -226.4% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling