+496.0%
ALK vs NVMI
+1,967.2%
-1,471.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.8% |
| 7D | -0.7% | +6.6% | -7.3% | -1.5% |
| 30D | -19.2% | -7.5% | -11.7% | -18.5% |
| 3M | -1.5% | -28.5% | +27.0% | +2.4% |
| 6M | -13.1% | -15.7% | +2.7% | -11.6% |
| YTD | -16.4% | +13.3% | -29.7% | -18.4% |
| 1Y | -33.1% | +48.3% | -81.4% | -37.1% |
| 3Y | +0.6% | +191.2% | -190.6% | -15.0% |
| 5Y | -26.4% | +268.7% | -295.1% | -40.2% |
| 10Y | -34.2% | +3,034.8% | -3,068.9% | -57.5% |
| All | +496.0% | +1,967.2% | -1,471.2% | +190.7% |
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