+25.4%
ADM vs NIO
-93.2%
+118.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.9% | +7.6% | +2.9% |
| 7D | +4.2% | -14.5% | +18.6% | +4.9% |
| 30D | -12.8% | -15.0% | +2.1% | -12.2% |
| 3M | -8.5% | -35.6% | +27.1% | -6.7% |
| 6M | -10.9% | -55.7% | +44.7% | -7.7% |
| YTD | +29.4% | -43.1% | +72.6% | +32.3% |
| 1Y | +27.5% | -53.5% | +81.1% | +31.5% |
| 3Y | +10.3% | -59.8% | +70.2% | +12.3% |
| All | +25.4% | -93.2% | +118.6% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling