-51.8%
ACHR vs NIO
-92.6%
+40.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +15.3% | +6.9% | +8.5% | +12.9% |
| 30D | -3.0% | -4.7% | +1.7% | -1.0% |
| 3M | -14.0% | -28.1% | +14.1% | -3.3% |
| 6M | -25.8% | -41.7% | +15.9% | -10.6% |
| YTD | -36.0% | -33.1% | -2.9% | -28.0% |
| 1Y | -41.2% | -50.3% | +9.1% | -26.7% |
| 3Y | -8.6% | -54.4% | +45.8% | +4.9% |
| 5Y | -20.6% | -91.6% | +71.0% | +28.4% |
| All | -51.8% | -92.6% | +40.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling