+350.6%
ALLE vs NVMI
+3,522.2%
-3,171.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.4% | -3.6% | +1.4% |
| 7D | -0.6% | +9.6% | -10.2% | -2.7% |
| 30D | +26.6% | -5.6% | +32.2% | +27.5% |
| 3M | +13.2% | -15.2% | +28.4% | +16.1% |
| 6M | +42.9% | -36.1% | +78.9% | +53.0% |
| YTD | +21.0% | +1.5% | +19.6% | +15.3% |
| 1Y | +15.2% | +8.3% | +6.8% | +7.7% |
| 3Y | +95.6% | +212.6% | -117.0% | +27.8% |
| 5Y | +53.4% | +158.4% | -105.0% | +2.1% |
| 10Y | +221.5% | +2,587.4% | -2,365.9% | +5.6% |
| All | +350.6% | +3,522.2% | -3,171.5% | +24.5% |
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 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