+155.3%
ALLE vs NVMI
+3,062.9%
-2,907.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -2.2% | +6.9% | -9.1% | -3.5% |
| 30D | -8.3% | -2.8% | -5.5% | -7.9% |
| 3M | +16.3% | -27.3% | +43.6% | +22.6% |
| 6M | +1.8% | -13.7% | +15.5% | +2.5% |
| YTD | -3.9% | +13.8% | -17.8% | -9.9% |
| 1Y | -10.0% | +34.9% | -44.9% | -19.5% |
| 3Y | +45.8% | +213.5% | -167.7% | -2.6% |
| 5Y | +13.3% | +272.5% | -259.2% | -30.3% |
| 10Y | +155.3% | +3,142.4% | -2,987.1% | -3.9% |
| All | +155.3% | +3,062.9% | -2,907.6% | -3.9% |
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