-2.6%
ALLY vs NVMI
+274.3%
-276.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -1.9% | +6.9% | -8.9% | -3.7% |
| 30D | -4.5% | -2.8% | -1.6% | -4.0% |
| 3M | -2.8% | -27.3% | +24.5% | +4.0% |
| 6M | +10.3% | -13.7% | +24.0% | +10.9% |
| YTD | -5.7% | +13.8% | -19.5% | -13.6% |
| 1Y | +3.9% | +34.9% | -30.9% | -10.5% |
| 3Y | +64.7% | +213.5% | -148.8% | -4.8% |
| 5Y | -2.6% | +272.5% | -275.1% | -47.4% |
| All | -2.6% | +274.3% | -276.9% | -47.4% |
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 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