+592.5%
NEM vs AGI
+5,381.0%
-4,788.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.3% |
| 7D | +3.9% | +4.4% | -0.5% | +2.2% |
| 30D | +12.7% | +10.0% | +2.8% | +9.0% |
| 3M | +28.7% | +1.7% | +26.9% | +27.9% |
| 6M | +9.8% | -26.8% | +36.6% | +23.4% |
| YTD | +28.1% | -5.3% | +33.4% | +31.0% |
| 1Y | +69.3% | +11.5% | +57.9% | +63.9% |
| 3Y | +247.7% | +212.9% | +34.7% | +134.4% |
| 5Y | +153.4% | +388.8% | -235.4% | +46.0% |
| 10Y | +291.3% | +383.6% | -92.3% | +102.7% |
| All | +592.5% | +5,381.0% | -4,788.5% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling