+270.3%
ALLE vs NVMI
+3,944.6%
-3,674.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.2% |
| 7D | -0.2% | +6.6% | -6.8% | -1.6% |
| 30D | -6.8% | -7.5% | +0.7% | -5.4% |
| 3M | +21.0% | -28.5% | +49.5% | +28.1% |
| 6M | +1.1% | -15.7% | +16.8% | +2.3% |
| YTD | -0.5% | +13.3% | -13.8% | -6.8% |
| 1Y | -7.3% | +48.3% | -55.5% | -19.2% |
| 3Y | +42.3% | +191.2% | -149.0% | -3.9% |
| 5Y | +13.5% | +268.7% | -255.2% | -30.8% |
| 10Y | +144.0% | +3,034.8% | -2,890.8% | -22.2% |
| All | +270.3% | +3,944.6% | -3,674.3% | +0.7% |
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