+915.8%
ALM vs NVMI
+263.1%
+652.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.1% | -7.5% | -9.1% |
| 7D | -7.1% | +3.8% | -10.9% | -7.9% |
| 30D | +24.7% | -7.6% | +32.2% | +27.1% |
| 3M | +8.3% | -28.0% | +36.3% | +16.3% |
| 6M | -22.2% | -15.3% | -6.9% | -18.6% |
| YTD | +88.1% | +11.5% | +76.6% | +89.4% |
| 1Y | +272.4% | +31.6% | +240.8% | +265.6% |
| 3Y | +2,004.1% | +207.0% | +1,797.2% | +1,772.7% |
| 5Y | +915.8% | +262.8% | +652.9% | +775.5% |
| All | +915.8% | +263.1% | +652.7% | +775.5% |
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