-38.6%
ALK vs NVMI
+3,108.0%
-3,146.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -3.1% | +3.8% | -6.9% | -4.3% |
| 30D | -17.1% | -7.6% | -9.6% | -15.3% |
| 3M | -3.8% | -28.0% | +24.2% | +5.0% |
| 6M | -5.3% | -15.3% | +10.0% | -2.5% |
| YTD | -20.3% | +11.5% | -31.7% | -25.0% |
| 1Y | -36.0% | +31.6% | -67.6% | -43.4% |
| 3Y | +0.8% | +207.0% | -206.2% | -38.1% |
| 5Y | -28.5% | +262.8% | -291.3% | -60.4% |
| All | -38.6% | +3,108.0% | -3,146.6% | -79.5% |
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 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