+21.4%
ALC vs NVMI
+1,249.7%
-1,228.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | -3.7% | +11.7% | -15.4% | -5.5% |
| 30D | -3.7% | -4.0% | +0.3% | -3.3% |
| 3M | +4.6% | -25.8% | +30.3% | +8.7% |
| 6M | -14.6% | -8.3% | -6.3% | -15.9% |
| YTD | -11.9% | +14.8% | -26.7% | -17.7% |
| 1Y | -13.1% | +37.9% | -51.0% | -22.7% |
| 3Y | -15.0% | +216.3% | -231.3% | -42.8% |
| 5Y | -16.2% | +277.2% | -293.4% | -48.4% |
| All | +21.4% | +1,249.7% | -1,228.3% | -50.4% |
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