+453.6%
ALK vs NVMI
+1,720.2%
-1,266.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.8% | -1.0% | -4.3% |
| 7D | +0.9% | +16.9% | -16.0% | -1.2% |
| 30D | +3.3% | -4.3% | +7.6% | +3.7% |
| 3M | -17.6% | -19.3% | +1.7% | -15.5% |
| 6M | +0.8% | -33.6% | +34.4% | +5.4% |
| YTD | -22.4% | -0.2% | -22.1% | -23.1% |
| 1Y | -10.1% | +5.1% | -15.1% | -11.6% |
| 3Y | +14.0% | +193.2% | -179.2% | -3.9% |
| 5Y | -29.8% | +148.6% | -178.5% | -40.3% |
| 10Y | -44.8% | +2,542.3% | -2,587.0% | -63.7% |
| All | +453.6% | +1,720.2% | -1,266.6% | +173.7% |
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