0.0%
AGNC vs NIO
-54.1%
+54.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.5% | +3.7% |
| 7D | +1.5% | -0.6% | +2.1% | +1.5% |
| 30D | +3.9% | -3.5% | +7.4% | +4.1% |
| 3M | -13.5% | -30.7% | +17.2% | -11.2% |
| 6M | -10.6% | -45.6% | +35.0% | -6.8% |
| YTD | -7.2% | -35.3% | +28.1% | -4.8% |
| 1Y | 0.0% | -53.9% | +53.9% | +6.7% |
| All | 0.0% | -54.1% | +54.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 1y: compounded portfolio wealth divided by compounded NIO 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…
1y analysis · Full analysis span regression · 6 months rolling