+157.7%
NEM vs AG
+69.4%
+88.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.4% |
| 7D | +3.1% | -0.1% | +3.1% | +3.1% |
| 30D | +10.0% | +12.5% | -2.5% | +4.8% |
| 3M | +30.9% | +28.2% | +2.7% | +18.3% |
| 6M | +10.5% | -18.8% | +29.4% | +18.0% |
| YTD | +29.7% | +27.4% | +2.4% | +15.6% |
| 1Y | +71.1% | +132.2% | -61.1% | +20.7% |
| 3Y | +252.1% | +286.9% | -34.8% | +86.4% |
| 5Y | +157.7% | +72.8% | +84.9% | +75.1% |
| All | +157.7% | +69.4% | +88.4% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling