-29.8%
ALK vs NVMI
+148.5%
-178.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -3.8% |
| 7D | +0.9% | +16.9% | -16.0% | -3.5% |
| 30D | +3.3% | -4.3% | +7.6% | +4.0% |
| 3M | -17.6% | -19.3% | +1.7% | -13.2% |
| 6M | +0.8% | -33.6% | +34.4% | +10.1% |
| YTD | -22.4% | -0.2% | -22.1% | -24.5% |
| 1Y | -10.1% | +5.1% | -15.1% | -13.9% |
| 3Y | +14.0% | +193.2% | -179.2% | -28.3% |
| 5Y | -29.8% | +148.6% | -178.5% | -57.5% |
| All | -29.8% | +148.5% | -178.3% | -57.5% |
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