+245.3%
NEM vs AGNC
+62.2%
+183.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.0% | -4.7% | +3.7% | +1.2% |
| 30D | +7.8% | -5.7% | +13.5% | +10.7% |
| 3M | +30.2% | +1.9% | +28.4% | +29.1% |
| 6M | +9.6% | +1.8% | +7.8% | +8.8% |
| YTD | +27.8% | +3.4% | +24.4% | +26.6% |
| 1Y | +60.7% | +13.6% | +47.1% | +53.8% |
| 3Y | +245.3% | +60.4% | +184.9% | +207.1% |
| All | +245.3% | +62.2% | +183.1% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 3y: compounded portfolio wealth divided by compounded AGNC 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…
3y analysis · Full analysis span regression · 6 months rolling