+352.0%
ALLE vs NVMI
+3,602.4%
-3,250.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.7% | -0.1% |
| 7D | -0.8% | +15.3% | -16.2% | -3.9% |
| 30D | +27.4% | +0.1% | +27.3% | +26.7% |
| 3M | +13.8% | -14.0% | +27.8% | +16.4% |
| 6M | +45.5% | -35.2% | +80.7% | +55.4% |
| YTD | +21.4% | +3.7% | +17.7% | +15.1% |
| 1Y | +15.4% | +10.3% | +5.1% | +7.5% |
| 3Y | +91.7% | +204.8% | -113.1% | +26.4% |
| 5Y | +54.5% | +158.9% | -104.3% | +2.9% |
| 10Y | +210.5% | +2,646.9% | -2,436.4% | +1.6% |
| All | +352.0% | +3,602.4% | -3,250.4% | +24.3% |
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