+2,589.2%
ALM vs NVMI
+3,158.6%
-569.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -6.8% |
| 7D | -11.8% | -0.1% | -11.8% | -11.8% |
| 30D | +7.8% | -8.4% | +16.2% | +9.7% |
| 3M | -9.3% | -33.6% | +24.3% | -1.9% |
| 6M | -30.5% | -14.7% | -15.8% | -27.9% |
| YTD | +75.8% | +13.2% | +62.6% | +74.8% |
| 1Y | +241.2% | +29.0% | +212.2% | +231.7% |
| 3Y | +1,872.6% | +215.0% | +1,657.6% | +1,556.2% |
| 5Y | +849.6% | +268.6% | +581.0% | +662.1% |
| All | +2,589.2% | +3,158.6% | -569.4% | +1,334.9% |
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