+15.2%
ALLE vs NVMI
+265.1%
-249.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +2.8% | +11.7% | -8.9% | +0.9% |
| 30D | -7.6% | -4.0% | -3.6% | -7.1% |
| 3M | +22.8% | -25.8% | +48.5% | +27.7% |
| 6M | +4.6% | -8.3% | +12.9% | +4.0% |
| YTD | -1.2% | +14.8% | -16.1% | -6.5% |
| 1Y | -9.1% | +37.9% | -47.0% | -17.6% |
| 3Y | +50.0% | +216.3% | -166.3% | +1.9% |
| 5Y | +15.2% | +277.2% | -261.9% | -27.5% |
| All | +15.2% | +265.1% | -249.9% | -27.5% |
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