+63.9%
ALLY vs NVMI
+192.6%
-128.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | 0.0% |
| 7D | -2.1% | +16.9% | -19.0% | -5.1% |
| 30D | +2.0% | -4.3% | +6.3% | +2.5% |
| 3M | -13.3% | -19.3% | +6.0% | -10.4% |
| 6M | -9.9% | -33.6% | +23.7% | -4.8% |
| YTD | -13.5% | -0.2% | -13.3% | -17.4% |
| 1Y | -2.8% | +5.1% | -7.9% | -8.4% |
| All | +63.9% | +192.6% | -128.7% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling