+8,394.4%
ALM vs NVMI
+3,709.2%
+4,685.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.5% | +8.5% |
| 7D | +8.4% | +11.7% | -3.3% | +5.2% |
| 30D | +34.8% | -4.0% | +38.9% | +36.3% |
| 3M | +16.2% | -25.8% | +42.0% | +25.3% |
| 6M | +2.1% | -8.3% | +10.5% | +4.9% |
| YTD | +117.0% | +14.8% | +102.2% | +111.8% |
| 1Y | +313.9% | +37.9% | +276.0% | +285.9% |
| 3Y | +2,327.9% | +216.3% | +2,111.7% | +1,676.3% |
| 5Y | +1,040.6% | +277.2% | +763.5% | +658.0% |
| 10Y | +3,219.4% | +3,074.3% | +145.1% | +570.8% |
| All | +8,394.4% | +3,709.2% | +4,685.2% | +266.2% |
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