+181.6%
ALLY vs NVMI
+3,158.6%
-2,977.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.7% |
| 7D | -3.8% | -0.1% | -3.7% | -3.8% |
| 30D | -4.9% | -8.4% | +3.5% | -2.6% |
| 3M | -2.6% | -33.6% | +31.0% | +8.5% |
| 6M | +15.7% | -14.7% | +30.4% | +17.0% |
| YTD | -5.2% | +13.2% | -18.4% | -13.7% |
| 1Y | +2.8% | +29.0% | -26.2% | -11.5% |
| 3Y | +63.4% | +215.0% | -151.6% | -7.2% |
| 5Y | -2.6% | +268.6% | -271.1% | -50.1% |
| All | +181.6% | +3,158.6% | -2,977.0% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling