-27.8%
ALK vs NVMI
+265.1%
-292.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.5% |
| 7D | +0.1% | +11.7% | -11.6% | -3.0% |
| 30D | -18.5% | -4.0% | -14.4% | -17.7% |
| 3M | -3.6% | -25.8% | +22.2% | +3.5% |
| 6M | -3.7% | -8.3% | +4.6% | -3.2% |
| YTD | -19.0% | +14.8% | -33.8% | -23.6% |
| 1Y | -36.0% | +37.9% | -73.9% | -43.1% |
| 3Y | +2.3% | +216.3% | -213.9% | -35.0% |
| 5Y | -27.8% | +277.2% | -304.9% | -56.8% |
| All | -27.8% | +265.1% | -292.9% | -56.8% |
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 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