+155.1%
NEM vs AGI
+400.3%
-245.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -1.0% | -2.7% | +1.7% | +0.9% |
| 30D | +7.8% | +7.2% | +0.6% | +2.8% |
| 3M | +30.2% | +4.3% | +26.0% | +25.6% |
| 6M | +9.6% | -27.1% | +36.7% | +34.3% |
| YTD | +27.8% | -6.6% | +34.4% | +30.8% |
| 1Y | +60.7% | +9.5% | +51.2% | +47.8% |
| 3Y | +245.3% | +208.4% | +36.8% | +57.7% |
| All | +155.1% | +400.3% | -245.2% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling