+123.4%
ALLY vs NVMI
+3,407.1%
-3,283.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -1.4% |
| 7D | +3.7% | +6.6% | -2.9% | +1.6% |
| 30D | -2.3% | -7.5% | +5.3% | -0.2% |
| 3M | +3.8% | -28.5% | +32.3% | +12.5% |
| 6M | +9.7% | -15.7% | +25.5% | +11.4% |
| YTD | -1.4% | +13.3% | -14.7% | -10.2% |
| 1Y | +8.2% | +48.3% | -40.0% | -10.9% |
| 3Y | +66.5% | +191.2% | -124.8% | -1.3% |
| 5Y | +1.2% | +268.7% | -267.5% | -47.1% |
| 10Y | +191.4% | +3,034.8% | -2,843.4% | -23.4% |
| All | +123.4% | +3,407.1% | -3,283.6% | -43.1% |
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