+628.3%
AGNC vs NVMI
+23,284.3%
-22,656.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -4.7% | -0.1% | -4.6% | -4.7% |
| 30D | -5.7% | -8.4% | +2.7% | -5.0% |
| 3M | +1.9% | -33.6% | +35.4% | +4.9% |
| 6M | +1.8% | -14.7% | +16.5% | +2.3% |
| YTD | +3.4% | +13.2% | -9.8% | +1.3% |
| 1Y | +13.6% | +29.0% | -15.4% | +9.7% |
| 3Y | +60.4% | +215.0% | -154.6% | +40.7% |
| 5Y | +27.0% | +268.6% | -241.6% | +9.1% |
| 10Y | +83.1% | +3,124.7% | -3,041.6% | +36.1% |
| All | +628.3% | +23,284.3% | -22,656.0% | +386.6% |
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