-10.9%
ALLY vs NVMI
+148.5%
-159.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.3% |
| 7D | -2.1% | +16.9% | -19.0% | -6.3% |
| 30D | +2.0% | -4.3% | +6.3% | +2.7% |
| 3M | -13.3% | -19.3% | +6.0% | -9.3% |
| 6M | -9.9% | -33.6% | +23.7% | -2.9% |
| YTD | -13.5% | -0.2% | -13.3% | -19.0% |
| 1Y | -2.8% | +5.1% | -7.9% | -10.7% |
| 3Y | +63.4% | +193.2% | -129.8% | -8.3% |
| 5Y | -10.9% | +148.6% | -159.5% | -50.7% |
| All | -10.9% | +148.5% | -159.3% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling