+293.0%
NEM vs AGNC
+622.7%
-329.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.0% | -4.7% | +3.7% | +0.5% |
| 30D | +7.8% | -5.7% | +13.5% | +9.8% |
| 3M | +30.2% | +1.9% | +28.4% | +29.4% |
| 6M | +9.6% | +1.8% | +7.8% | +9.1% |
| YTD | +27.8% | +3.4% | +24.4% | +26.8% |
| 1Y | +60.7% | +13.6% | +47.1% | +54.9% |
| 3Y | +245.3% | +60.4% | +184.9% | +198.1% |
| 5Y | +155.3% | +27.0% | +128.4% | +131.5% |
| 10Y | +313.2% | +83.1% | +230.1% | +224.1% |
| All | +293.0% | +622.7% | -329.7% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling