+62.3%
NEM vs AG
+119.5%
-57.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | +0.4% |
| 7D | -3.3% | -5.8% | +2.5% | -0.4% |
| 30D | +7.8% | +6.4% | +1.5% | +4.4% |
| 3M | +36.3% | +28.4% | +7.9% | +20.1% |
| 6M | +6.6% | -24.5% | +31.0% | +18.0% |
| YTD | +27.1% | +21.2% | +6.0% | +14.0% |
| 1Y | +62.3% | +114.1% | -51.8% | +25.7% |
| All | +62.3% | +119.5% | -57.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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