-10.0%
ALLE vs NVMI
+38.3%
-48.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.7% |
| 7D | -2.2% | +6.9% | -9.1% | -2.8% |
| 30D | -8.3% | -2.8% | -5.5% | -8.2% |
| 3M | +16.3% | -27.3% | +43.6% | +18.8% |
| 6M | +1.8% | -13.7% | +15.5% | +2.1% |
| YTD | -3.9% | +13.8% | -17.8% | -6.7% |
| 1Y | -10.0% | +34.9% | -44.9% | -15.9% |
| All | -10.0% | +38.3% | -48.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling