+51.1%
NEM vs AGI
-1.1%
+52.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.8% | -0.9% | +2.1% |
| 7D | +3.7% | -5.3% | +9.0% | +7.3% |
| 30D | +2.0% | -7.1% | +9.1% | +7.1% |
| 3M | +21.1% | +4.4% | +16.7% | +17.0% |
| 6M | +9.5% | -23.0% | +32.5% | +29.9% |
| YTD | +19.1% | -22.0% | +41.0% | +35.2% |
| 1Y | +51.1% | +0.3% | +50.8% | +36.9% |
| All | +51.1% | -1.1% | +52.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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